Usually the Antivirus programs add a “Scan with ….” entry to a file contextual menu.
Saving an infected file to your computer will not “activate” the virus; double clicking a file to open it or opening a suspicious attachment will.
It is recommended that you don’t open any suspicious file unless you have verified its origin.
For example, if you receive a suspicious attachment from one person in your Contact List try verifying by phone if the email was sent by the contact. If no, the contact is probably sending spam to her/his Contact List.
In any case, if you think that the file or attachment is legitimate and you want to double check it, open the folder where the file is located and RIGHT CLICK the file. The contextual menu will open. Look for a “Scan with ….” or a similar item.
There are also some online scanners like Google’s “VirusTotal” that can be used to verify a file on your computer.