A Trojan would normally be disguised in some rather convincing way - oftentimes as the installer of a program or a game. Of course, such installers get downloaded from sketchy sites, and sites that spread pirated content (and you shouldn’t visit those). The point is, it is often difficult to tell if a given piece of software, or a software installer is or isn’t a Trojan. And if your antivirus fails to warn you about a potentially hidden threat, it is really easy to get tricked, and, in turn, get your system infected. That is why you really shouldn’t go looking for trouble while browsing the web - stay on sites you know and trust and never download stuff from sources with a questionable reputation.