Microsoft Windows includes a safety feature called SmartScreen. More information about this can be found here. Part of what this safety feature does is check a download against a list of known files, and if the file is malicious, it will block it, or if it is unknown it will warn you. Since Sonia updates quite regularly the file is always changing, hence this pop-up will generally show when you're installing Sonia.
It is important to note that Sonia deployed from your university approved link will not be malicious but will be considered unknown, hence the warning. Following these steps will ensure you can proceed with installing Sonia:
If you are trying to install Sonia and get this window:
Click the "More Info" link and then the "Run anyway" button.