Your question brings up the subject of removing adware. This is a general comment on that subject.
Under no circumstances should you ever allow anti-virus software to delete something for you.
The only tools that anyone needs to detect and remove adware are the Finder and a web browser, both of which you already have. Anyone who has enough computer skill to install adware can just as well remove it without using anything else.
Apple's general statements about malware protection are here and here, and here are its instructions for removing the most common types of ad-injection malware. Those statements don't mention any third-party "anti-virus" or "anti-malware" product. Apple's method for removing adware involves, as I say, only the Finder and a web browser.
You become infected with malware by downloading unknown software without doing research to determine whether it's safe. If you keep making that mistake, the same, and worse, will keep happening, and no anti-malware will rescue you. The only safety lies in safe computing practices.
The Windows/Android anti-malware industry had more than $75 billion in sales in 2014 [source: Gartner, Inc.] Its marketing strategy is to convince people that they're helpless against malware attack unless they use its products. But with all that anti-malware, the Windows and Android platforms are still infested with malware—most of it far more harmful than mere adware. The same can be expected to happen to the Mac platform if its users trust the same industry to protect them, instead of protecting themselves.
You are not helpless, and you don't have to give full control of your computer—and your data—to strangers in order to be rid of adware.
These are generalities. Regarding the "malwarebytes" product in particular, you may be told that there are no reports that is has caused damage. In fact, there are such reports; for example:
I found malware or adware on my system the other day. I removed it with Maleware Bytes and since then Safari has not worked proper at all.
preferences pane will not load
Read that report and draw your own conclusions—not anyone else's conclusions.
The developer itself admitted that the Windows version of the product has been known to delete essential system files.
Whether the software damages the system or not, it prompts for your password in order to take full adminstrative control, and connects via the Internet to a server controlled by the developer. The developer's privacy policy, linked directly to the product page, reads in part as follows:
"Without limiting the Privacy Policy, you agree that Malwarebytes may track certain data it obtains from your Computer including data about any malicious software or other threats flagged by the Software, data about your license, data about what version of the Software you are using and what operating conditions it runs under and data concerning your geographic location."
(Emphasis added.) So the developer admits to tracking your location, as well as other unspecified data, and gives itself the legal right to collect any data it chooses. How it uses that right, you don't know. By running the software, you accept these terms.
It's sometimes said that the Malwarebytes product only removes adware rather than malware as such (if there's a difference), and that it therefore shouldn't be stigmatized as anti-malware. The developer's own description does distinguish between adware and malware, and specifically mentions removing malware as a selling point six times. A self-described employee of the developer wrote in an ASC discussion, "Actually, it's also a malware removal app..." (emphasis added.)
The question then is: as a security-conscious computer user, do you want to take risks where there is no benefit?
