Bottom right of your screen, you should have notification on why it blocked your download or blocked your attempt to play, if you click on that to open your windows security, you can click on allow, then you may need to redownload the files again for it to work
Windows Security deletes files because it detects a potential threat, but you can resolve this by adding exclusions for trusted files or folders, restoring quarantined files, or temporarily disabling real-time protection. To prevent this, navigate to "Virus & threat protection" in Windows Security, click "Manage settings," and either "Add or remove exclusions" for trusted files or check the "Protection history" to see and restore quarantined item
Hope this helps


