Apple has a number of built-in malware protection layers such as Gatekeeper (https://support.apple.com/HT202491) and XProtect (https://support.apple.com/HT201940).
You don’t need to worry about malware and shouldn’t need to do anything about it. Just make sure not to disable any system protections like SIP, Gatekeeper, or automatic updates. The internet is full of “helpful” suggestions to do just that.
If you like to browse the seamy side of the internet and/or find yourself regularly being tricked by adware, you might want to consider 3rd party adware protection like MalwareBytes (https://malwarebytes.com). It is always better to ask here before installing anything like that. Unfortunately, people who go looking for malware protection by themselves often wind up installing apps that slow down their machine, cause crashes, modify your system and reduce your security, are just scams that do nothing, or are, themselves, malicious.