Q: How do I know if I have antivirus software on this Mac, I am knew to Mac so I don't know a thing about it.

Apple products do NOT come with Anti-Virus software installed.  There has not yet ever been an OS X Virus.  But, if you would feel safer using A-V software, then I would suggest you download and install the excellent quality and FREE A-V product found here (and, yes, I myself use it):

               http://www.clamxav.com/download.php

Hope this helps