Enable Protected View for Files Originating from The Internet

Documents that you download from the Internet will open automatically in Protected View. Because a lot of malware is floating around on the Internet, it’s usually best to leave this setting enabled.
If you choose to (or are allowed to) download documents only from trusted websites, then you could consider disabling this setting. If you do so, however, make sure that the antivirus software on your computer is up to date, just in case. And if you’re sure a downloaded document can be trusted, you also can remove the “from the Internet” part from a downloaded document manually by opening the document’s properties in Windows Explorer and clicking Unblock.

Enable Protected View for Files Located in Potentially Unsafe Locations

Certain folders, such as where Windows stores downloaded programs and the Temporary Internet Files folder used by Windows Internet Explorer are considered potentially unsafe locations. As a result, when the user tries to open a document stored in these locations, the document opens in Protected View. Also, your administrator can designate additional folders, either on your computer or on the network, as potentially unsafe locations.
If you frequently access document stored in a specific folder or network share and find that they always open in Protected View, and if you consider asking your administrator to remove the folder/share from the list of potentially unsafe location determined by Group Policy.