Internet Explorer Enhanced Security (IEES) restricts access to scripts, executable files, and other potentially unsafe files on a UNC path unless the UNC path is added to the Local Intranet zone explicitly. For example, if you want to access \\server\share\setup.exe, you must add \\server to the Local intranet zone.
Start Internet Explorer on the Terminal Server, go to Tools - Internet Options - Security - Local Intranet zone. Add the UNC name of the server where the application is located, something like \\server.
Or configure this in a GPO:
User Configuration - Windows Settings - Internet explorer
Maintenance
Security zones and Content ratings
Local intranet
Start Internet Explorer on the Terminal Server, go to Tools - Internet Options - Security - Local Intranet zone. Add the UNC name of the server where the application is located, something like \\server.
Or configure this in a GPO:
User Configuration - Windows Settings - Internet explorer
Maintenance
Security zones and Content ratings
Local intranet
