I downloaded a zip file, with vb files inside. If by any chance, it contains a virus, or a source code to have access to my computer, what should I do? I removed the zip file and the folder extracted, empty the trash, and reboot my computer. I have seen once that one can enter a computer just by downloading a file, is that still true if the file has been removed? I have got Little Snitch on Mac to check if a communication is made with the outside.
Whenever you download files you must be sure that you've turned autorun off, because some batch files or vb files or the java prompts asks your permission to allow the programme to run and they are always with fake prompt like some security issue for your computer. And one more thing you should be aware of is, you can check the directly connected network to your system and if any IP of different network is there it means someone else you don't want connected to your system and hence can send payloads to your system. After getting known to the malicious activity in network you just can restart your system or delete the files which you've downloaded or end the services which may turned on due to that files. Or better you can take help of a strong firewall security.