Follow Microsoft Azure documentation to install endpoint protection from the security
center. Alternatively, you can employ your own endpoint protection tool for your OS.

References:

1. https://docs.microsoft.com/en-us/azure/security-center/security-center-install-endpoint-protection
2. https://docs.microsoft.com/en-us/azure/security/azure-security-antimalware
3. https://docs.microsoft.com/en-us/cli/azure/vm/extension?view=azure-cli-latest#az_vm_extension_list