Will running my VPN trigger my firewall to block an update

I just started using the VPN this week, and my firewall just asked if I wanted to block a Windows\Temp\RarSFX0\packages\installer.exe.
Destination: 198.51.100.1/0
Protocol: UDP
Port: DNS
I didn't know what it was so I blocked it. After doing a google search it appears it could be some temp files from Bitdefender, but I'm not sure how to check it to be sure. I've never had my firewall ask if I wanted to block internet access to something.

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