Windows Security: Opening these files may harm your computer

Hello

I transferred photos from the Orange cloud because they are going to delete the files on July 7.

So I did a transfer and my photo files went into pictures and a folder (that's the name I gave it).

But when I want to send these photos into a new folder
when I select several photos, here is the message that appears.

(Windows security)

Opening these files may harm the computer
your internet security settings have prevented the opening of one or more files
do you still want to open these files?

What should I do in the simplest way possible?

Thank you for your response and happy confinement

Thanks in advance, have a good evening