OS X El Capitan: What is malware?
If a message tells you that something you downloaded from the Internet is “malware,” the safest action is to put the item in the Trash, then empty the Trash.
Malware is “malicious software,” which includes viruses, worms, trojan horses, and other programs that can harm your Mac or your privacy. Malware can be installed when you download items from email, messages, and websites.
Some malware is simply annoying. More often, its intent is to control your Mac to collect personal and financial information, host illegal content, send spam, or harm other computers on the network.
Avoid opening items from websites and email messages unless you are certain that they come from a legitimate, trusted source. If you are uncertain about the source, delete the item. You can always download it again later, after you make sure it isn’t malware.