If someone you trust gives you a file and you need to use some special functions in it (usually in the form of buttons), you should allow the macro to run. Otherwise, it is not allowed.
In addition, it is also related to the security level setting of EXCEL. When set to Medium, you will be prompted. If set to Low, you will allow macros without prompting; if set to High, you will not prompt and prohibit macros.
Macro code, VBA code may contain viruses, so please be careful.