unwanted fiel tries to open "afr.php"...Virus?

a window pops up on its own whereas I clicked on nothing, to ask me if I want to open or download a file called 'afr.php'. It happens from time to time.

Does it mean that I have a virus or something like this on my mac? (apparently it is from criteo.com)

moreover, around a month ago I clicked on a link sent by a classmate email adress through the student intranet. (http://cattia.com/lindex02.html & http://quietplease.com/home/Portfolio/seamonster/yahlink.php ). Could it be the reason?

Thanks a lot in advance for your help.

Morane