The software you are about to download is marked as a potentially unwanted application (PUP), which means that other programs that you did not request are installed on your computer together with the application. These are, for example, various toolbars or browser extensions, or programs that display their advertising on pages instead of the original ones and thus earn money for the authors.
As such, PUPs may not directly harm the user, but they are unwanted software that can be more difficult to get rid of.
If you continue, it is possible that your antivirus program will start to report a virus or spyware or potentially unwanted application after or even before downloading the file, even if it is not a direct threat.