Yes, you should always have additional internet security software with your computer. Windows does come with basic protection called Windows Defender, but it s certainly not an alternative to a proper anti-virus program. I find out of the paid for anti-viruses ESET Smart Security covers you for most, Smart Security is both an anti-virus and internet security, firewall, anti-theft, child protection software all in one (they also do NOD32 which is just an anti-virus)
There are also some ok free ones out there too like Avast, Avira, Panda and AVG, all of these also have a paid for version too. The free version certainly doesn t offer anywhere near as much protection as the paid for versions, many of the paid versions incorporate a firewall into the offering which a decent firewall is absolutely necessary. Windows does have it s own firewall which is ok to a point, but can be easily set up wrong to either let through nasty programs, or block programs that need access to the internet, where as the paid for firewalls tend to have a list of which programs are naughty or nice and can give some kind of advice as to whether or not to let it through.
Also very important - do not install multiple security programs because if you do there is a risk you can block all access to internet due to conflicts. All anti-virus programs work fine with Windows firewall and defender because Windows automatically disables these if other programs are detected, but installing something like Avast, with AVG, McAfee and ESET all on one system is likely to result in a very secure system but you'll also probably lose all access to the internet as all those will clash with each other.