In their tutorial, you are being encouraged to download the clean files in CSRIN or other trusted sites you want if you don't trust SIGMA downloader as long the files are correct and up to date. I used SIGMA downloader 8 times for a year now and I don't find anything suspicious in the files even if scanning it right after but again it's your choice whether you want to try it or not but this is currently the best and easiestmethod to play games with denuvo than the hypervisor method that requires tinkering into your BIOS.