Open the file within a virtual machine or a "sandbox" environment to prevent any malicious code from reaching your primary operating system.
The download may appear to be the desired file but often includes "PUPs" (Potentially Unwanted Programs) like adware or browser hijackers.
Before opening the file, upload the download link or the downloaded file itself to VirusTotal to check it against 70+ different antivirus engines.
Be wary if a file that should be a document or video ends in .exe , .bat , or .msi .
Occasionally used for sharing large video or compressed archive files ( ZIPcap Z cap I cap P RARcap R cap A cap R Safe Handling Recommendations