Do I need anti-virus and malware protection?

In this day and age, they are the same thing - there is no difference between anti-virus and anti-malware software. No one offers software that can detect and remove viruses and ignore worms, Trojans, spyware and ransomware. Even if the product name is "Antivirus", a careful reading should reveal that it offers extensive protection (if not, don't use it).

Excellent anti-malware packages also monitor email clients and web browsing, and maintain databases of known and reported dangerous sites. If you try to visit a site known to carry a malicious load, your antivirus software will even prevent you from loading it.

Similarly, if a suspicious attachment comes in via email, your anti-virus software will detect it and move the attachment to a quarantined folder, and you will be prevented from opening it. If you confirm that the attachment is legitimate, you can move the file to a regular folder and mark it as an error marker in your anti-virus program for future reference.