In case you want to download software applications from internet & use them on your computer, there are few precautions that you must take. Software applications for Windows are normally provided in a form of setup file. This setup file is named as setup.exe many times and is a special application which will do many things on your windows computer. Since it is a setup, it would need admin rights to your computer and with admin rights it can do anything on your computer, yes it can install keyloggers, add viruses to your computer, add malware, hijack your browser search results and tons of other things.
There are really less number of chances that the setup provided by the author of the software will have any sort of malware or virus, etc. A setup for an application program provided by the author of the software typically asks for admin rights, presents the licence agreement and once you accept it can do additional steps like asking you the location where to install the software, create the shortcuts, launch the related help website and others. To summarize the first precaution you must take is to download any free or free to try software application directly from the author website so that you do get the latest version of the software and you do get a virus/ malware free software.
The second precaution about downloading and running a software from a website is to scan it with antivirus. Yes in case you do have an antivirus installed on your windows computer, then your antivirus should do the software scanning automatically. You can also scan the downloaded file using a AntiVirus Software which can be used on Windows 8, Windows 7, Windows Vista, XP, Windows NT, Windows 2000, etc. In case you are using Windows 8, there are good chances that no antivirus software will work on your windows computer as all the virus software developers will be busy in testing their software on Windows 8 and deliver the finished product or may be beta version as soon as possible. The Anti Virus Software presented in this paragraph will work on Windows 8, Yes it will work on Windows 8 as it does not scans the files on your computer and instead uploads the software downloads to internet and another remote computer scans it with around 40 latest version antivirus software application.