If you downloaded from PhoneGap's site, then you should be fine. Some AV software complain about Electron-based apps.
You'll need to disable Kaspersky when you download the PhoneGap Desktop for Windows. The AV software is throwing a warning because of the postInstall script that PhoneGap Desktop requires for the Windows Installation. Just be sure to download PhoneGap Desktop from the links on PhoneGap.com or the PhoneGap Desktop releases page on GitHub.