Microsoft is blocking the Macro Enabled downloaded files by default. To remove, right-click on the file, choose Properties, and then select the Unblock checkbox on the General tab.
Go to the folder where the file is located
Right Click on the file and check on the Unblock.
And Click on the Apply
Please see the complete details here:
https://docs.microsoft.com/en-us/DeployOffice/security/internet-macros-blocked