Yes, you can read the “Mark of the Web” information from files present in Windows 11 to find out where they were downloaded from and decide if it is safe to open them.
Too many people download files from the internet all the time. And while Windows Defender usually detects a malicious file before it causes problems, no security software is perfect. That's one reason why Windows logs the origin of some files and can handle files downloaded from the internet more carefully.





