There isn't a virus in this. The way anti-viruses "detect" if a program is malicious or not is by looking at the end of the file name. In this case the files ending is ".exe". This means that the file is executable and can be ran within the desktop.
To be noted though, there are a lot of viruses out there that do end in .exe. Do your research on files before you install them by either looking at forums such as this or youtube videos.