To be 100% sure upload the .exe to virustotal:
https://www.virustotal.com/en-gb/
However it appears the file is needed for Windows so it sounds like a false positive by AVG.
What Is SIHClient.exe?
SIHClient.exe is a type of EXE file associated with Windows 10 Operating System developed by Microsoft Corporation for the Windows Operating System. The latest known version of SIHClient.exe is 10.0.10240.16384, which was produced for Windows. This EXE file carries a popularity rating of 1 stars and a security rating of "UNKNOWN".