If you are on the latest version of Windows 10 there is a section under Settings...

		kemotep on April 3, 2022 \| parent \| context \| favorite \| on: What happens if you try to download and install Fi... If you are on the latest version of Windows 10 there is a section under Settings > Apps & Features > Installing Apps. You likely have “Allow Apps from Anywhere” selected whereas the person in the posted tweet has the “Warn Me…” option enabled.