It depends. If your Mac is connected to the Internet, then you may inadvertently download something that is designed to harm your computer. An up to date browser like Chrome can detect and block some of these harmful downloads but there are ways to bypass the browser protections. Once the file is on your computer it may be able to be triggered to start accessing files and making changes to your computer. MacOS will try to prevent unknown files from getting access to and making changes to files by requiring you to type your admin password before making allowing the changes. However sometimes the makers of these types of harmful software find a way around these MacOS protections, like with the browser. In these cases it is helpful to have another program that is dedicated to checking each file to see if it resembles other bad files it has seen. This would be the anti-virus/malware program. However note that sometimes the people find ways to bypass these too. Also, it’s important to keep all of these components as up to date as possible so they are checking against the latest security information.