For new programs that haven't been downloaded often yet, Windows SmartScreen occasionally shows a warning. Only download the file from this page, then you can continue the installation via “More info → Run anyway”.
Installing a VPN client usually requires administrator rights, because a virtual network adapter is set up.
Open Settings → Apps → Installed apps, find AlternativeVPN and select Uninstall.
Questions about the installation? Write to us anytime at support@alternativevpn.com.