From this post on the Reason Blog, cybercriminals have created a COVID-19 map that shows coronavirus hotspots but that also secretly downloads malicious AZORult software to steal logins, passwords, and other information from your computer.
This article from IBM references malicious Emotet scripts embedded in Microsoft Office documents.
Trojan software was also found in a file named “CoronaVirusSafetyMeasures_pdf” according to this article on Security Affairs.
Finally, this article from BitDefender gives examples of multiple types of “phishing” scams including seemingly legitimate letters from the World Health Organization that attempt to install malicious programs onto recipient computers when files are opened.
Be very wary of what you download and avoid clicking on random links. Only visit reputable online sources after YOU type the address into the search bar.