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