For Windows users, even with opening PowerShell as Administrator didn't solve the case for me...

The problem can be solve with the PowerShell(as Admin) command:

Set-ExecutionPolicy -ExecutionPolicy Unrestricted -Scope CurrentUser

Answer Y to autorize the script's execution.

et Voila!

Now you can run rpm install without any restrictions

To learn more about execution policies : https://learn.microsoft.com/fr-fr/powershell/module/microsoft.powershell.core/about/about_execution_policies?view=powershell-7.5