In the not-too-distant past you would need to get a solid antivirus program installed and configured before you could even hook up Windows to the web, but nowadays life is much easier - Windows comes with its own competent security tool called Windows Defender.
You can install a third-party package if you want some extra protection, but at the very least you should make sure Windows Defender is turned on and properly configured. Luckily for those of us who can be absent-minded, Windows will flash up a warning if no antivirus software is present and Windows Defender is turned off.
From Windows Settings (the cog icon on the Start menu), pick Update & Security, then Windows Security and Open Windows Security. An upcoming sandbox update, which Microsoft says is rolling out in the near future, will keep potentially harmful applications even further away from the rest of your system.