In a future update (Windows Phone 8.1 Update 1, users will get access to the Consumer VPN option). Your Lumia 635 is currently running Windows Phone 8.1.
Unlike Android and iOS you do not need an Antivirus for Windows Phone. - Solved!
However, I strongly encourage that you Read Reviews before installing an App, and check the App Permissions.
Suggestions located in App List > Settings > System
Lock Screen - Set a screen timeout period and a passcode to prevent unauthorised use.
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Find my Phone - You can ring, lock, erase, locate or send apps to your phone from windowsphone.com/find
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Backup - Save stuff to the cloud (saved to your MS OneDrive account)
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Advertising ID - If you want personalised ads or not (optional)
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Phone Update - Get software updates. These are pushed OTA from your carrier once tested and ready
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Call+SMS Filter - Blocks calls and SMS texts (Anti-Spam)
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Suggestions located in App List > Settings > Applications
Wallet - Use a PIN to protect in-app purchases
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Internet Explorer > Advanced Settings - Enable SmartScreen Filter, Turn off Location for IE and DNT options.
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