This is Windows protecting you with the Mark of the Web, a tag on files from outside the machine and unblocking is straightforward once you understand it is a safety feature to apply thoughtfully rather than blindly:

What it is: Windows tags files downloaded from the internet or copied from another computer with a zone identifier marking them as from an untrusted source, and features like SmartScreen and Protected View use that tag to add caution, warnings, blocked execution, Office documents opening read only. The tag is a security signal, so unblocking should follow deciding the file is genuinely safe rather than reflexively clearing warnings.

The single file unblock: right click the file, Properties and on the General tab, if the file is tagged, an Unblock checkbox or button appears at the bottom near a security note. Check Unblock and OK, and the file loses its from another computer restriction. This is the per file route for the occasional blocked file.

The bulk unblock with PowerShell: for a folder of blocked files, PowerShell's Unblock-File clears the tag in bulk, Get-ChildItem -Path 'C:\folder' -Recurse | Unblock-File unblocking everything under a folder, the efficient route when you have downloaded or copied many files you trust, a batch of your own files moved from another machine for instance.

The judgment that should precede it: unblock files you understand and trust, your own documents moved between your machines, files from a known good source, since the block exists precisely to make you pause on files of uncertain origin and bulk unblocking a folder of unknown downloads defeats a real protection. For your own files from your own other computer the bulk unblock is entirely appropriate, which is likely your case, while the same command on a folder of random internet downloads removes a safeguard worth keeping.