[quote=480177:@brian franco]Not sure about how you are testing but If I download one of my exe’s from my website and install without being signed it get’s major warning signs and has the user click to “run anyway” despite the warnings
That if for Win 7, 8.1 and 10[/quote]
As I mentioned I have some shared disk space between the macOS host and Win7/10 VM environments. I just put the .exe in the right place on the macOS side and voila there it is visible under Win7/10. Simples.
But that is not distribution to others
No, that’s my testing setup for the app itself. For distribution I have a website where users may download either the macOD or Windows versions. As I said upthread I could try simulating what a user would do, i.e. downloading from within my Win7/10 VMs.
On Windows 7, mac Snw Leopard, copying the application into a USB MemoryStick (or externeal HD) do not get warning at run time. Storing the application in a web server will display warnings on same configuration.
I cannot tell for Windows 10 not Catalina because no one use the former around me and I do not use the later (I do not even download it).
I sent an app to a web server from my El Capitan / download it into WIndows 10 same laptop and get warnings On the other hand, when I was able to use my shared folder, no more warning.
Edit:
I do not tried to burn a CD / DVD / Blu-Ray and execute the application on a target computer.
Indeed, you won’t get the warnings if you keep the app on the same disk where you built it.
When you download it from a web space, the system will grant you with a warning about downloading files from the Internet, and you will get the yellow box under Windows. And on Mac, you won’t be able to launch by double click.
Even signed, unless your Windows app has gotten reputation, Microsoft scares away users. Here’s a screenshot I haven’t yet included into the ExeWrapper website. This is a signed exe. It doesn’t even show your name until you click More Info.
I totally recommend purchasing both AppWrapper and ExeWrapper. Not just because I wrote the latter, but because being able to ask the folks (Sam and myself) who put in a ton of time researching code signing is a tremendous resource for a grand total of $68
With all that’s going on, your users don’t need to worry about any more viruses. If you’d like to show some support in this tough time, I’m offering a discount on both new licenses and renewals. Use the code FIGHTC19
(sorry, things are getting bumpy, stay safe out there 
)
[quote=480171:@brian franco]It is just a new era in distribution. In the past we could just distribute and not worry about signing, today we must worry about it.
If you are only having family and close friends download and install your app then ok, that is one thing but anything more and you must sign your apps.[/quote]
This is the best way to put it. Back in the day end users worried a bit more about accidentally with the malware, but today developers put in the effort to help mitigate those fears. It’s simply how we do things now to code sign your software for distribution.
Heck, now that I’m consulting on my own I plan to sign deliverables (unless needs specify otherwise) so that my customers can feel that safety.
Links 
https://ohanaware.com/appwrapper
https://exewrapper.com
@Tim Parnell Using these programs, doi I still need to buy certificates?
Yes
those apps just make it easier to use those certificates to properly sign everything