Cannot access/run EXE files on network drives.

I have an issue with EXE extensions on network drives. These are the errors I
get:

When I right click a zip file with an EXE file, a popup appears that says:
This page has an unspecified potential security risk. Would you like to
continue?

I click on "Yes" and when I click on extract all and specify a directory, I
get this popup:
An unexpected error is preventing the operation. Make a note of this error
code, which might be useful if you get additional help to resolve this
problem: Error 0x80004005: Unspecified error

Or if I try to double-click an exe in the zip file:
Windows cannot complete the extraction. The destination file could not be
created.

When I try to run exe files on the network, it tells me the publisher can't
be verified and I click "Run" to allow it. Then I get this popup:
* has stopped working. Windows can check online for a solution to the problem.

The issue might be with windows putting internet privileages over the network.

Ozzy