I don't know if my macbook is invaded by virus or not

Sometimes when I download some music files from safari online. There's a window said my mac is suspected to be invaded by virus. I don't know if it's true or not, because so far I didn't find any problems in using my macbook.I have turned on the firewall in setting since I have used this macbook. I would like to know:

1. How can I check if my macbook is invaded by virus or not?

2. Will the firewall from the Setting remind me if my macbook is really invaded by virus?

It would be so grateful for you to answer my enquiries!