Downloaded something malicious

So I have been looking for a specific game (Majin and the Forsaken Kingdom) for a while, and a friend recommended this site as a good place to start for emulating it. I downloaded the file a month ago, and extracted it today to play it. I was using the Xenia xbox360 emulator, and the game kept crashing so I went to delete everything and try again with a ps3 emulator.
When I went to delete the files for the game, it said it could not delete because it was being ran in the system. I restarted the computer, still said the same thing. Then I disconnected my computer from the Wi-Fi and restarted, and then it let me delete it. I still ran a security scan afterward just in case and it came back saying "Severe threat detected," "TrojanClicker;Win32/DoplikQ," and part of the file path was:
"Downloads\your File is Ready To Download.iso->app.zip->Cash/Cash.exe->(ZipSfx)-.open.html->(SCRIPT0000)."
I chose the "remove" action, and then the same thing popped up again and I had to remove it again. Currently running another scan and preparing for further measures just in case, but I thought I should say something about in case someone else were to download the file.