If you get this message when installing the client, it'll be because you have your app protection turned up to only install apps from Microsoft's store.

If you get this message after installing the client, I suspect you're trying to run the client without authenticating and getting into the game. You should go to the play.net website and select your character you want to play, and the front end, and then log in.

If you're getting this message after installing Lich, there are other issues - but since you didn't mention it I'm thinking you aren't quite there yet.

Doug