Hello! 
You do have an antivirus. All Windows PCs come with Windows Defender built-in. This is an antivirus and it cannot be removed because it is embedded into the operating system.
And 999 out of 1,000 times we see this error, it is an antivirus interfering.
See this thread for full troubleshooting: "Wemod failed loading the cheats into your game" / "We’re having trouble downloading the cheats" - #2 by Ravenfyre.