Horizon.Setup. contains malware?

Been using Horizon for 3 years, and this is the first time i’ve seen this.
should i be worried?

It’s a false positive. Meaning it says there is malware, but really there isn’t. So no, you shouldn’t be worried.

Make sure you read everything carefully in the installer to make sure you don’t get any PUP’s

or just use the download link in my signature, it’s safe.