The procedure to create shortcuts, as an example, is rather convoluted. I originally looked this up because I was 90% sure that you could just use New-Item
and it'd just work.
The problem is that even if you install things with a package manager like Chocolatey and do not hunt for installer wizards on the Internet (the default Windows way to install software), applications don't commonly add themselves to the PATH and it's just a pain to get it working.
You can try some free Linux antivirus software programs like ClamAV but realistically, as long as you mainly install software through your distro's package management software or graphical app store, you're probably fine.
Although not all open-source software is safe, it's a hundred times less likely to be malicious for the sole reason that it's out in the open for someone to verify, and they'd get busted immediately if they tried something untoward.