This behavior is Windows "protecting" you. You need to navigate to the location of the help files using Windows Explorer. If you've used our installer, this shouldn't have been an issue, but they would be located, by default, at:
C:\Program Files (x86)\Simply Fortran 3\fwin
You need to then right-click on each file with a ".chm" extension, select "Properties," and then check "Unblock" at the bottom of the Properties window. There should be eight files you need to do this for:
If you don't have viewing extensions enabled, you just need to do this for the files with the "document and question mark" icons.
More info on how to do this can be seen at this link. Windows no longer considers Windows help files safe to view for whatever reason.