Anti virus is a program that runs on your PC and is set to check for malicious programs or files that may infect your PC. Often with an antivirus program you can chose when and what it scans. Often many of the popular programs scan all incoming emails, downloaded files, files already on your PC and even websites that you visit.
Unfortunately sometimes you may see a message which is made to look like your anti-virus software but is actually a virus itself. This happened a number of years ago to me when my windows defender alert popped up saying that my software was out of date and I needed to install an update. When you followed the link it actually installed a virus on your PC, although it looked very genuine.
Be sure to double check any links that you are sent to with regards to you antivirus software and check on the software manufacturers website prior to downloading any updates.