how to run an infected file?

Run on virtual machine like most people suggest. There are malwares which can break off it but these are rare and advanced, if you got the newest version of VM it would not be a concern. It might also start aggressively scanning the local network and try to hack into the host. If you suspect something like that could happen, use it on a VPS and than reinstall the OS.

billy67 said:

use Sandboxie for this case
https://www.sandboxie.com/HowItWorks

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No do not.

Aty said:

I would not launch an infected file.

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Sometimes you might have to. Most if not all keygens/crack are detected as well as hacking tools. IIRC even uBot is detected.
While using a keygen or hacktool might be unethical I don't think we're here to preach.

Join some malware analysis communities and read up. There's tons of stuff to learn. I wanted to get better at reverse engineering malware but I never got down to it. Gotta buy some expensive tools too like IDA Pro.

PS. With Ida pro and similar tools you don't need to run the malware

unknownsmmers said:

What could you suggest as a solution?
Maybe a precaution scan before download? If so, who?

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A virtual machine is a rock-solid protection, there have been scapes but those are extremely weird and get patched very quickly, malware developers do not really focus on bypassing a VM, instead, they close the application most of the times to avoid being analyzed.