When a user downloads a file from an untrusted source such as the web, Windows adds the Mark-of-the-Web to the local copy of the file.

The presence of the Mark-of-the-Web triggers additional security checks and prompts when opening the file. This helps reduce the risk of executing untrusted content.

Unfortunately, threat actors have discovered that Windows does not always handle or properly apply the Mark-of-the-Web to files served over WebDAV.

Before the release of the Microsoft June security patch, files copied and pasted from WebDAV shares did not receive the Mark-of-the-Web designations. This meant that users might copy and paste files from a WebDAV share to their desktop, and those files could subsequently be opened without the protections of Windows Defender SmartScreen or Microsoft Office Protected View. In particular, this means that there would be no reputation or signature checks on executables.