To remove this message, you need to set windows to trust files on the network drive:
Open Microsoft IE
Security Tab, then select Trusted Sites TICK icon
Press Sites button
Add "file://Server1", where Server1 is the server name
Now go back to the security tab and press Customer level to allow trusted sites to run programs by
scrolling down list. 2/3 of the way down, under "miscellaneous" section, is "Launching applications and unsafe files (not secure)"
tick "Enable (not secure)"
Search google for Windows 10 asks should it run exe