You need an authenticode certificate
which you can buy.
Then use the Windows Signtool.exe to sign your executable.
More information here: Basics of Signing and Verifying code
Although some articles may lead you to believe that everything should be strong signed, this is not necessary and can even cause problems when using other certificates or 3rd-party dll's.
Signtool can sometimes be hard to find, with every Windows version the location seems to change.
On my Windows 10 PC it is located in:
C:\Program Files (x86)\Windows Kits\10\App Certification Kit\signtool.exe