First off, make sure you trust the source of where you downloaded the files from, only download from legitimate sites you trust and check the SSL certificate if needs be.
If you were to right click on the download zip file and extract the contents and run the programs or view the help files, you will get the Open File – Security Warning dialogue box pop up each time you run it and the help files will not have any contents.
To remove this warning (you of course got the file(s) from a trustworthy source), you can right click on the downloaded zip file, select “Properties”, check the “Unblock” checkbox and click apply. When you extract the zip file, all the files will be unblocked.
To do this in PowerShell use the Unblock-File command.
Unblock-File -Path C:\TEMP\SysinternalsSuite.zip
This will have the same effect checking the Unblock checkbox.
If you’ve already extracted the files and forgot to unblock them, use the PowerShell command again with the path to the folder containing the files with \* on the end.
Unblock-File -Path C:\TEMP\SysinternalsSuite1\*