virus or trojan

Just want to make a post about tips secure browser using firefox ....
I get a virus (by my estimate).

I just click a url address ... but diverted to www.securithy ... then show the display such as anti-virus I have found trojan and asking me to remove all the buttons to press. I think
this is my anti virus is working or trojan that will go?

looks like this:

because I want to know what will happen, I click yes. Finally have a new file in my desctop with the name of "install" . After I right click and show information propertis
that this file came from another computer ... like the image below

In conclusion we should be cautious in using the internet and increase our insight about computer security. regard