In the past, when purchasing software, you would get a floppy disc or a CD-ROM disc that would contain the software. When the speeds of the Internet connections have increased, it became possible to download and install software directly from the Internet. There was no need to go to a store or to wait for a disc to arrive in the mail. The problem with installing software from the Internet is that hackers can try to use your computer to install the software they want to install.
When virus software lands on your computer, be it in an email or a USB drive, it needs you to install it. In most cases, it will not be able to install itself. You will at least need to click a button to start the installation process.
When you install a virus, it would typically perform some illegal activity such as record all the keystrokes of your keyboard and then send the keystrokes to the creator of the virus. Hackers hope that you would log into some of the Ecommerce web sites so that they can get access to your financial information and later use it to steal your money.