Dumb Antivirus question

I'm a amateur when it comes to this stuff. I stared downloading something from a website, then i did some research and apparently it had a past of malware and viruses, so I quickly cancelled the download. I installed Malwarebytes and it detected no threats and I also have proton VPN, am I good? I have a feeling if it was a virus and I cancelled it, it can still get through no? Even if it was halfway through?

Thanks!