"Windows Defender has blocked some features of this application"

When I tried to start the game, I got this popup saying that Windows Defender had blocked some features of the game, I accidentally closed it and I want to know if it is going to have some negative effects on game play and if so how to fix it. Thanks!

Unless you are connected to a publically accessible WiFi (such as a coffee shop WiFi), you should not have to worry, by default that dialog already has private networks already enabled.