While the file is a legitimate part of the Realtek software ecosystem, its behavior can sometimes trigger security warnings:
Ethernet not working and weird file showing up. - Microsoft Q&A what is rtk-nic-driver-installer.sfx.exe
Many external USB-C to Ethernet adapters include a small amount of built-in storage. If the system doesn't have the driver, it may "mount" as a virtual CD drive containing this installer so you can get online without a pre-existing internet connection. While the file is a legitimate part of