I'm going to assume that "appli" is French for "application".
Why would you need to download the MesComptesInstall.exe if you already built it on your own machine? It would already be a file on your filesystem and all you would need to do is to double click on it to run it.
What did you use to create the MesComptesInstall.exe?
It is quite possible that Windows Defender is blocking the download if it is detecting a bit pattern in your installer that looks like a known virus or malware. You should report this as a false positive to Microsoft if you are sure that your MesComptes.exe and its associated dependencies are virus/malware free, and that you have not been affected by a supply chain attack where malware might have been included into your application via its dependencies, or into the installer.