Enable "File Name Extensions" in your folder settings so you can see if a file is actually an .exe disguised as a document or image. How to Avoid 99% of Malicious EXE Files
Malware disguised as a legitimate program to trick users into installing it. Setup4ik.exe
Upload the file to VirusTotal to see if dozens of different antivirus engines flag it as malicious. Enable "File Name Extensions" in your folder settings