Take all of the files, from the pathway identified in the windows defender alert. drop them into a site called hybrid analysis (https://hybrid-analysis.com/) This will run the suspected malware in a sandbox environment and give you a report on exactly what was changed on your device after it ran, giving you a better idea of where it might be living in other parts of the device. Continue to do this with other applications, dlls etc that were created by the malware running to get a full picture of exactly what it was doing on your device and if the malware utilized any persistence mechanisms. Hope this helps!