MacBook Air

You should not install any malware on your Mac. Most third-party “anti-virus” software is essentially malware as it purports to do something useful, but actually just causes problems.

No.

see: Effective defenses against malware and ot… - Apple Community

As all Apple products are highly secured with encryptions methods, so you don't want to worry about a data breach, but kindly keep an eye on the link which open in MacBook browsers and 3 rd party application installation, these may lead to cyber attacks.