A family of Microsoft word processing software products for creating web, email, and print documents.
There is a known issue with Protected view after upgrading to Windows 10, according to the Office team. A bug fix will be released.
What you can do, in the meantime, is download the file, right-click its icon, choose Properties from the context menu, and Unblock the file. Note that you should only Unblock files that you know are safe to open.