While the initial installation package has a clean code, the act of cheating makes you vulnerable to dangerous trojans and viruses. Since your PC becomes susceptible to infections from viruses when you use the exploitation software, this is not recommended to download or use. If you download and install JJSploit to your PC, then the recommendation is to have your antivirus enabled when you cheat.
While this software seems to have been written with safe code, the program does put you at risk after you cheat. Whether JJSploit is safe or not is discussed in the Roblox community.