A file automatically downloaded, but I deleted it...

Apologies for posting this in Safari, since I used Google Chrome, but not sure where else to post this.

I went to the website www.Lilys.*** as part of a typo and when I was there, it automatically downloaded the zip file "news" four times, which I'm assuming is some sort of a virus or malware. I quickly deleted the files and never ran them. I am wondering if there's any chance that I downloaded a virus or malware and what I can do to tell if there's an issue with my system. I have Malware Bytes Anti-Malware and Avast Anti Virus that I am running (one at a time). Is there anything else I should do?

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