Yandex.Browser uses its own integrated security system called Protect, which includes scanning downloaded files for viruses, blocking infected and fraudulent websites and shocking advertising, and securing Wi-Fi connections, user passwords, credit card data, and browser settings.
Yandex.Browser checks all executable and archived files for viruses, and blocks pages that may spread malware.
The security mechanism in Yandex.Browser doesn't conflict with other security applications (anti-virus software and firewalls). It's worth bearing in mind that it does not guarantee complete protection of your computer from modern internet threats. For full security, we recommend using fully-functional antivirus products.
You can't do this directly in the browser.