My AV program catches a 'lot' of macros hiding in Word docs, so it DOES happen.
Also, sometimes you receive a file, and when you open it, it has a virus or malware.
ALWAYS run a good AV/Malware program.
I use Bitdefender BOX with full protection for all devices and computers in my home. It protects all my Mac & Windows PC's, iPhones, Android, smart thermostat & devices, etc.