Running any software is inherently unsafe. It’s basically the computer equivalent of eating something given to by a stranger, and you just have to trust them that it’s good for you.
But we do it anyway, simply because we have to - not all of us are software devs with unlimited time on our hands.
It basically comes down to whether you trust the origin or not, as well as check the reviews/comments to gauge the reception of other users. If something fishy is going on, word spreads relatively fast.
Tip: While no means foolproof, if the software in question has a github repo, it adds a layer of trust, because that means anyone can review the source.