You can, but it's more than a warning. VeraCrypt has a signed kernel driver, which has higher requirements. You'll need to boot into a special Windows mode and disable Driver Signature Enforcement.
Secure boot is an anti-feature in most of the landscape anyway. Sure, if you have a distribution under your control or influence it could theoretically be a benefit. But you need to not be stupid or naive here.
You can also roll you own encryption if you are not stupid and naive. Probably a question of self-reflection.
Not the OP you responded too, but what the hell! I have not really used windows in a while but that's absurd. That text is massive just for an unsigned driver.
wow, didn't know about this, i developed some drivers and had this test mode enabled to debug some aspects of it, but now it is almost unusable with this on screen.