Most browsers and antivirus can warn or block any installer coming from the internet, even if they are not malicious. This is for safety reasons to avoid to install anything by error or without the user consent that could lead on installing malware.
From 3 years of experience playing this game, Feral heart does not contains malicious code nor malware, and it does not downloads any third-party proggrams that could give malware. As long you download this game from the official site i can guarantee its safe.
You need to ignore the warnings to download the installer, or to ask to your parents to help you installing the game.