The software is delivered in the JNLP form, meaning that you will have to locate the Java control panel on your PC and add the official website to the exclusion list, then it will run.
Go to Start and type Control Panel, then under Programs click on the Java icon. Switch to Security and add the following website to the exclusion list: https://murli.brahmakumaris.org/
Go back to the shortcut or the website, and confirm the warning, then the software will start properly. The reason why this happens is because of the High and Very High security settings in Java.