Update will not install

"Windows Defender SmartScreen prevented an unrecognised app from starting. Running this app might put your pc at risk."

Is there a way to prevent Windows Defender blocking everything that is not Windows?

It shows this message when the installer is still very new. The file needs to be downloaded several hundred (or maybe even thousand) times before the file builds reputation and the message stops being shown. It does not mean the file itself is unsafe for use.

If you click on the "More info" link on the bottom of the message, then you will get an option to "Run anyway".