Logfly is a non-commercial open source software. He does not have a security certificate. These certificates are subject to payment and must be renewed periodically.
This is the reason why most antivirus will trigger a warning during the installation. Depending on the antivirus, it will be necessary to temporarily disable or force the execution. Here are somme examples.
The firewall has triggered a warning.
You can run it by clicking on the More info link and then click the Run anyway button.
Norton launches an alert, put the window in the foreground. Select Allow always and check Do not notify me again.
To install Logfly, you need to turn off your Avast Antivirus, or just pause some of its shields.
For more detailed steps you can consult this tutorial.