Don't download random .exe's off the internet. This is pretty much the only thing that an antivirus has any chance of catching, since it's where you'll find "old" malware your antivirus knows about. If you do risky stuff like that (pirating PC games?) maybe don't use that computer for anything important or personal.
Then the usual stuff, which you want to do anyway, because antivirus doesn't help with that:
Update your software.
If you have any reason to believe your computer might be compromised, completely wipe the hard drive, start from scratch, and change all your passwords.
Install an ublock origin to block ads. Ads are a common attack vector.
Assume every link or attachment from an email or message is a scam unless you were expecting it or you can prove otherwise.
Sooo... What is a good approach then?.. especially for us idiots who still use Windows?
Don't download random .exe's off the internet. This is pretty much the only thing that an antivirus has any chance of catching, since it's where you'll find "old" malware your antivirus knows about. If you do risky stuff like that (pirating PC games?) maybe don't use that computer for anything important or personal.
Then the usual stuff, which you want to do anyway, because antivirus doesn't help with that: