Kindly check if the website you are downloading the software from is legit. If you trust the website or if it is a official website, you can turn off Real Time Scanning and download the software. Once downloaded, please go the Real Time Scanning -> Add file and add the file, so that McAfee will not scan for the file.
Once done, you will be able to use the software. If you do not trust the website, we recommend not to download the file as it might be infected.
I really don't know if I can trust this site. It is a poker room that legally operates on the French betting and poker market so I suppose they shouldn't get you to download malware but it is known to be one of the worst and oldest software on the market. It is probably better playing poker on other sites.