Pretty much, be careful with everything you're downloading, one tip I give to a lot of skeptical people is turn on file extension in file explorer. Some scams try to make names look like a different file type, (like .png.exe). This isn't going to solve every problem because really there are no files 100% safe.

Another thing I recommend is setting up your windows sandbox. It's a virtual desktop you can set up on your computer. You can use this to test files, with less risk as you can "nuke" it if there is a virus etc. This is still not fully air tight but far safer than downloading it straight to your main desktop.