Hello, the file was a .rar that I double clicked. I wasnt trying to execute it, I was trying to see whats inside of the archive.
I've handled this issue on my own though. I've checked the hash of the executable (its unknown to Kaspersky or VT), meaning it would be placed in a restricted group. This archive was also password protected, and I never entered a password for it 🤦♂️. If you somehow can execute a password protected file without the password, let me know :D.
Harlan, don't worry, I wont be messing with malware again. I've realized most of the times I do it, I ask for people's help to ensure i'm not infected and its not worth the time for them or for me.