When you open a web page, Yandex.Browser checks it against its database of infected sites. If the page is found in the database, it won't load, and you will see a notification on your screen. You can choose to ignore the warning and visit a site with dangerous content.
Downloaded files may contain malicious code. Therefore, the browser scans all archives and executable files downloaded both openly and in the background.
If a downloaded file contains a malicious program, the browser warns you and offers to delete the file.