foxit reader harmful? I downloaded it form foxit reader's page but I got file may harm your computer warning like above.

How do I verify this? Or should I just follow that suggestion by firefox?

MacOS Sierra, firefox 52.0.2
It just means that Firefox does not recognize the app through standard Apple procedures for checking downloaded applications. It may mean that Foxit Software does not sign their apps with an Apple-recognized certificate, or that the cert expired.

However if you are sure you downloaded the installer from a reputable download host (EG the manufacturers website and not something pretending to be that site...) then the download is likely safe.