Try the following:

-Right click and run the application through "run as administrator" option.

-Disable the Windows Defender for some time and see if the miner works when it's disabled.

EDIT: it seems like it's a common issue if you Google it (and it's not just with the miner), you may find possible solutions here as well:

https://answers.microsoft.com/en-us/windows/forum/windows_10-hardware-winpc/windows-10-application-has-been-blocked-from/641352ce-59f9-416e-9c0a-9b8787b9ed56

I think you should first try what I suggested (as most probably, running as an administrator should work out fine), if that doesn't work, then look at the solutions provided by Microsoft support.