#TodayILearned that:

Get-Item SomeFile.txt -Stream zone.Identifier

shows whether Windows see the file as having been downloaded from the internet. If that returns anything other than an error, it’s from the internet so it either has to be digitally signed, or you need to set the execution policy to run it

Via AI, and PowerTip: Use PowerShell 3.0 to Identify Zone Information of Files - Scripting Blog [archived]