I use GINA on W10. You can either run the installer from an admin command prompt (you still get the pop-up about it being untrusted, but you can click "proceed anyway" or something along those lines, or edit the properties of the installer to unblock it:
Right click the file and select Properties
Under the "General" tab, near the bottom, you'll see "This file came from another computer and might be blocked to help protect this computer."
Select "Unblock" and click Apply/OK
-Mcoy
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