Windows 11 has built-in protection through Microsoft Defender, an antivirus tool that's part of the Windows Security suite. Search for that app using the Start menu to check out everything it offers. Each icon will show a green checkmark if all is well; if there are concerns, you'll see yellow or red warning icons depending on their severity.
For our purposes, the Virus & threat protection section is most relevant. Microsoft Defender is turned on by default and scans regularly to check for threats, with details of the latest one shown at the top. Click Allowed threats to see which flagged items you've approved; if you see something here you don't recognize, this can give you a clue to issues on your system. Also check the Protection history tab, which logs when Windows Defender takes action.
Defender's quick scans only look "where threats are commonly found." To go deeper, choose Scan options followed by Full scan > Scan now. This can take some time depending on how many files you have on your system. The Microsoft Defender Antivirus (offline scan) option restarts your PC to put it into the Windows Recovery Environment, where a scan is more likely to find malicious threats that try to cloak themselves. Give it a try if something still feels off after a full scan.
Also inside Windows Security, select the Firewall & network protection entry and make sure the firewall is turned on for all three types of connections. While you can get much more granular with which apps are allowed through the firewall, the default options (blocking incoming connections you haven't given permission for) are good in most cases. Understanding how a VPN works can add another layer of protection to your connection if you're interested.