Certainly, if you downloaded a file infected with a PC virus, and then gave that file (intact) to someone, it would still have the virus code in it. Mail is the same way - your Mac is not infected by a Windows-executable mail virus, but if you forward the mail to someone with a Windows machine, they may become infected. That is one reason why some corporate environments insist that all their staff, whether using Windows or OS X, install and use the corporate AV software, to limit the spread of infected files. Although, more often these days, a better corporate solution is to have scanning on dedicated email and firewall hardware - stop the crud from ever reaching the end users machines if possible.
You can use one of several free anti-virus scanners for OS X
Sophos, ClamXav and Avast are the only ones I know, and I have never actually used any of them. ClamXav seems to receive good comments here, but you should search the forums here to see what others recommend.
You want to avoid the commercial tools like Symantec if for no other reason then they include a lot of other useless tools that will do nothing for you but slow down your system and waste resources.