When downloading Kali Linux from the official source you may run into an anti-virus warning on Window machines. This warning is triggered as Kali Linux contains many pentesting tools that Windows flags as malicious. This is an expected behavior that can occur from time to time. When this happens, you can create an exclusion for the download. Once downloaded, it is a good idea to verify the checksum to ensure the file downloaded is the correct download provided by Kali Linux.