You want to be sure that your anti-virus/anti-malware scanner is actually doing its job. But how do you know if it is actually doing its job?
The fact that it scans regularly (or in real-time) and does not report any infections does not actually meant that you have not been infected. It just means that the software has not found anything suspicious based on what it knows. The ideal way to test it would be to show it a harmful file and see if it will pick that up.
Obviously, you do not want to infect your computer with a real virus. That is where EICAR test file comes into play. There are 4 files that you can test with. The first, eicar.com, contains a specific ASCII string that should be flagged by anti-virus software. The second file, eicar.com.txt, is a copy of this file with a different file name. The third version contains the test file inside a zip file. The fourth version is a zip file containing the third file (which is a zip file itself).
When you try to download any of the files, your anti-virus software should warn you that you are trying to download a file that contains a virus.
If you do not get some kind of alert with any of the files, you should immediately throw out your anti-virus software and get one that will do a good job.
This is a a good way to test anti-virus software during PCI assessments.