Is there any program, or like policy setting on Windows to prevent running programs from specific folders, or make some kind of confirm box to run that? No AVs please.
AFAIR there are some GPO settings that allow you to specify programs that can and cannot be run by users. The program may be specified either by the full name of their executable or by its hash. Unfortunately, I do not remember any details and I am not sure whether it is possible to use this GPO on home computers in a simple manner.
I got some experience with this only in one university course focused on Windows administration.