Each operating system should be protected by security applications, but in the case of Android, the action mechanism of the antivirus apps is quite different from Windows.
Many Android antivirus have the realtime protection, however, contrary to what happens in Windows, they do not provide any effective protection in realtime because they do not have access to the system so at low-level.
In theory, if antivirus was allowed to control the system so in depth, then it could really be effective.
In practice, because of permissions on Android that are locked just to prevent malware problems, the antivirus can usually detect a malicious app just at the time of installation.
You can download one of the many malware test from the Google Store to check the effectiveness of your AV.
In my case FSecure AV Test has been blocked by Pandora antivirus (Zemana) after its installation.
Generally, this is the common situation : it does not exist in Android as a sort of behavior blocker, if AV does not detect the malicious app at the time of installation, you're done.
In any case, always check the permissions if you're going to install any app.