If the host machine has antivirus, antimalware, etc. then I would think the virtual machine accesses the Internet through the host, and doesn't need its own protection. Is that correct?
This virtualized computer is as vulnerable to viruses as an usual PC running Windows. We highly recommend you to have antivirus (AV) software installed in the guest OS. You may install any preferable antivirus software compatible with the version of Windows OS you are running in virtual machine.
Depending on the configuration, you might lose some files if you forget to disconnect a shared folder, but malware can't “escape” a VM without an exploit.
For this reason, security researchers often use VMs to study viruses: They unleash them on their guest VMs to safely monitor what they're trying to do and how they work, without risking their host computer. They “isolate” the viruses from the rest of their computer.
There aren't any reported cases of a breach wherein a vm which begins running malicious code is able to infect a host. However, theoretical concerns have been raised over this very issue. Worse, if a vm gets infected, it will likely end up running a bot that will scan your network (including possibly the host) and could easily discover a hole in your defenses.
So, even if you don't care much about the vm, it is highly advisable to engage in a rigorous strategy of protecting those machines with AV software and scheduled updates. It can be challenging if you don't turn the systems on that often. So, it's generally a good idea to schedule a time every few weeks that you turn on all vm/images and get them all up to date.
If you'd mention a particular virtual host vendor or package, more specific advice may be available as for how to go about developing your vm security protocol.
you should treat the virtual machine as if it were a real machine.
give it some protection.
If you use the virtual machine to do actual work besides testing - yes it should have antivirus, because it might jump over to the main machine if you move a file there. If it's just for sandbox testing of a program, you don't need antivirus or anything else, simply because you can always wipe the virtual harddrive.
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