one should always scan all the attachments after downloading them, this ensure's you that the data you downloaded is safe for your computer, on the other hand free email service like Gmail also has inbuilt antivirus which will scan all your attachments, but instead of simply relying on that is not a good decision, you will notice that whenever you try to attach an executable with your email, you'll find that process of attaching executable is failed, but when you make a .zip of that executable you can easily attach it with the email. There are many ways in which an attacker can harm your computer by sending an malicious file ex: EXE binders is one way in which an attacker can bind an harmful .exe with an harmless .exe.
I strongly recommend every one to properly scan their email attachments and keep your antivirus updated. :)
