I installed the Half-Life 2005 package and I executed the "0. Half-Life (WON) + BXT + Rl" bat. file and I opened it and nothing happened, then windows had blocked me from using it saying that there was a threat detected showing me a file named "Trojan." Should I be worried?

I've also found out that it was named "Phonzy C!ml" which I researched and found that it is considered a virus

No, it's just windows defender thinks that bxt is a virus. Either add bxt to exceptions or disable windows defender

i just get a message from windows that's there a trojan file int HL BAT, thx fruich)

thank you fruich!

You don't need to worry about virus it's just windows defender mistakes,windows defender sense virus " .bat " files.