If you receive "FallGuys_client_game does not have a valid digital signature" alert, please verify the integrity of game files on Steam:
1) Restart your computer and launch Steam.
2) From the Library section, right-click on the game and select Properties from the menu.
3) Select the Local files tab and click the "Verify integrity of game files" button.
4) Steam will verify the game's files - this process may take several minutes.
If the above steps didn't help, please set your Norton Firewall to Allow Always for FallGuys_client_game.exe file only.
Note: Use that option only if the game was downloaded from Steam and is running from a folder you know is safe.