If you must inspect a file, use VirusTotal to scan the link or file hash first.
In Windows, check "File name extensions" in View settings to see if it's actually an .exe . Download File WIFFKNGHRD.mp4
If you didn't specifically ask someone to send you a video, it is 100% a threat. 💡 How to stay safe If you must inspect a file, use VirusTotal
If you already downloaded it, did you the file, or just save it to your folder? If you must inspect a file