Just tested RawTherapee_dev_5.8-2339-g8af287aa8_20200712.exe
on Windows 10 (64 bit) and it runs fine on my Pc.
The message you got is because RawTherapee is “unsigned”, which means there is not a digital “certifcate” to prove it is a valid application and not a virus of some sorts.
The lack of this certificate, which is not free and it is expensive to buy, cause this problem on many open source software on Windows 10.
In short, with RawTherapee, it suffices to ignores the warning and go on with the installation…
At least, this is what I usually do and I never ran into problems later on
Needless to say, you must be 100% sure to download the open source software from trusted source (that is, usually the web-page)!
As I indicated in the original posting, I prefer the ZIP option so it doesn’t affect me as much. I only tried the EXE option after the ZIP one wasn’t working and I tested it as @Carmelo_DrRaw requested.