There are various signs that you may have caught a malicious programme. The danger exists when you see that unknown programmes are running in your task manager, your computer crashes unusually often, unintentional messages open programmes or windows on your desktop, but an often permanently busy internet connection can also be a sign, as some malware transfers data in the background.
Some malware switches off the virus scanner, which is why you should check whether it is active or whether it has found anything in general.