Hi Hadi,
Aria2c.exe is a legitimate file downloader tool. However, there is a chance that the tool will be misused by malware.
Another program installed on the computer may be adding Aria2c.exe to the firewall rules.
To ensure the system is clean, please download Malwarebytes Antimalware, run a scan, and eliminate every malware it finds.
https://www.malwarebytes.com/mwb-download/thankyou
Note: the Malwarebytes setup may activate the Premium trial (15-day) version. After 15 days, it switches to the free version automatically.
Standard Disclaimer: There is a link to a non-Microsoft website. The page appears to provide accurate, safe information. Thoroughly research any product advertised on the site before you decide to download and install it.