Hi. I'm David, and I'm happy to help you.
When the threat is blocked upon download, it usually happens before any damage can be done.
So I don't think you have malware on your system. But doing a full scan is always recommended, just in case.
While the file is in the quarantine, it cannot harm your system. However, you can delete the quarantined file at any time. No problem will happen.
Feel free to ask back any questions.