Originally Posted by gmayor

What you ask is not possible. If you could do this it would open the door to no end of malicious actions. You would have to remove the protection before opening the document if you want your macro to run.

Originally Posted by Italophile

Although you can enable editing when you see the banner in Word it is the OS that blocks the file based on how it was received. So you’ll need to open file explorer and display the file properties for each file. You’ll find a button marked Unblock.
AFAIK there is no way of removing the block for multiple files at once.