There is now a signed installer available for HammerDB v4.0 for Windows from the HammerDB releases. The installation steps from HammerDB-4.0-Win-x64-Signed-Setup.exe is identical to HammerDB-4.0-Win-x64-Setup.exe and the contents in the installed directory are the same.
The key difference between the 2 installers is that the Signed Setup has been signed with a code signing certificate, whereas for the unsigned installer you can verify the installer itself manually with the provided checksums. When running the signed setup it will confirm the Verified publisher as the TPC Council as shown.
If you choose to Show more details you can view the Certificate Information from the TPC Council.
For Linux installations and the provided zip file for Windows, verification of the release files continues to be done through checksums.