If you get that UAC warning when opening it, click Yes. To do that reinstall CCleaner and open it. You can prevent Windows from showing that UAC warning for CCleaner.
CCleaner can delete temporary system files). It's usually for those apps that can change things in the system, (eg. You'll also see it when you launch certain other apps, but not all apps. (There are a couple of things in CCleaner that could do that). That's the Windows 10 User Account Control (UAC), it will be showing during Startup because your CCleaner is set to start when you start Windows. Like this? (Yours is probably white not black).