It's a bit anoying for me that Windows always warns me about opening a game because the publisher is unknown. Is there a way for you to include the publisher id in the exe files?

I'm not sure what you mean. Do you mean installers? I downloaded one and the publisher is listed as GOG. I installed it without that alarm. I also launched it without any prompt of any kind appearing.
Are you maybe talking about games whose origing is not GOG?

I assume you mean the box which pops up when installing confirming you want to run that program? Eg
http://woshub.com/run-program-without-admin-password-and-bypass-uac-prompt/

It’s windows uac, not much you can do about it.

Just turn off SmartScreen and you are good.

SmartScreen exists for a reason. Without knowing the OP's background/knowledge, I consider that bad advice.

Maybe this: Settings > Windows Security > Firewall & network protection > Allow an app through the firewall. Check the list. If it's been added, you just need to tick the box.

Well, I agree with you - but I wouldn't turn it off completely, only part which checks for unrecognized apps because even when some application is unrecognized it doesn't mean it can't be trusted or that it hasn't been created by trusted user.

I would still leave it On for low-reputation apps that might cause unexpected behaviors. Or all On and when he gets a message he can choose Run anyway.

But still even without knowing OP's background/knowledge, I trust that majority of users do have a common sense for what they are downloading and from where.

I don't mean when installing but when running the product. I installed Quake 4 and the executable doesn't have the published id, which makes windows ask for permision everytime it runs the game

I get this warning even when running programs downloaded from Microsoft, e.g. Skype. It literally says something like "Unknown publisher: Microsoft Corporation". So I frankly don't give a damn about that warning. It's not like it's a big annoyance either.

I believe there is a method to work around such things.....either by adding the game to a list of exceptions(for UAC and etc) or running another exe (only works with some games) in the game's folder which doesn't have that little (yellow and blue usually) shield symbol on the shortcut.

Yeah, UAC is annoying sometimes but if you ever make a mistake with a sketchy program you'll be glad it's on.

Yup...now if only MS, with all the geniuses working for it, would've thought to put a whitelist feature or function with/in it.

I'd guess they'd rather just try to discontinue Win32 as soon as possible, and get everyone into UWP where they already have similar functionality.

Now, if you could build a UWP-based container for Win32-applications, that'd solve a few problems... and likely add another few.