It's been a long while since i used a desktop and honestly can't remember what antivirus software i used, and even then, probably the landscape has changed over the years.
Atm i've been winging it with just Windows Defender (no custom configuration) and scanning any thing that looks suspicious on VirusTotal, but probably that would be not enough.
I'm thinking on get a couple of pirated files, so i'd like to be as secure as possible.
There is plenty of malware that targets Linux due to its prevalence in mission critical architecture! Also, someone who is recently returning to desktops and likely new to Linux as a whole will be more likely to blindly run windows executables with a compatibility layer like wine, which can still infect the system.
The only case where I'd use a virus scanner is when I'd host a file server for Windows systems.
Btw, ClamAV is slow and generally awful. It has many false positives that you get spammed all the time. There are also cases where it doesn't really find the virus (false negatives). It's also buggy and it's not a good sign for security product.
I'd still recommend Linux, if you want to be safe. Windows has never been designed with security in mind. It's not even a proper multiuser system.
Anyway I can see your point, but just in case the OP wants to try a different operating system where you don't have these problems, it's good to know about Linux.
There are virus scanners for it, sure, but they are hardly used outside of enterprise environments and there is almost no virus writers targeting Linux. It's a different world.
Once you try it, you don't want to go back to Windows.
Of course it's not a container but wine is a windows emulator running in Linux. So wine will be infected, which means your windows apps may be infected also.
Your files are still fully visible to the Malware so if it is trying for example to encrypt all of them it can. If it targets smth like System32 then you would be safe since that would only affect wine and apps running under it. So depends on the Type of Malware.
Edit: Most Malware Target the entire System so exes are a danger for Linux when using WINE