Well there are many things that you could try:
1. If it is a file then you could always upload it to the website like virustotal.com and it would analyze it if it contains any virus.
2. You could install the application into Virtual Machine and scan your system with online scanner to know if any part of your VM contains any virus after the application is installed.
3. You could also try your AV to scan for the downloaded file and see if it could find anything in it.
Personally I would prefer option 2. But that is me
I hope that would help
Sudeep
