There is no way to be absolutely, 100% certain. Do not run pirated software on a machine that you absolutely could not afford to lose (ie. work machines). Back up important files.
That said, there’s a lot you can do to reduce your risk:
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Only download from trusted sources; this is the real value of repackers. The megathread can help with this.
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GOG games have their executables signed by GOG (and don’t need to be cracked, of course, because they’re DRM free.) As long as you make sure they’re legitimately signed they’re 100% safe. Note: You are almost certainly not bothering to do this.
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If you’re even slightly unsure about a file, you can upload it to a site like virustotal: https://www.virustotal.com/ - these sites are not magic. They run it through a bunch of antivirus software, which often relies on AI that will have false positives, and of course they can only recognize stuff that either fits the patterns in their AIs or has been seen before, so some stuff could slip through. Still, it’s a good basic precaution. If only a few results come back positive, it could be a false positive; if a bunch of results do, or if any of the results are specific about what they think is wrong with it rather than vague machine learning results, then you probably shouldn’t run your file.
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Sandboxes and virtual machines are the 99.99% safe way to run stuff if you’re unsure. Remember that a virus or trojan won’t necessarily be obvious when run, so to be really safe you’d have to run things there all the time. In truth, Sandboxie is lightweight enough that you could probably do it all the time without losing much beyond some mild annoyance.
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Running things on the Steam deck might help a little bit because most viruses aren’t designed to operate on that environment and because, even if they are, there is less there for you to lose than on your desktop PC (except your Steam account, of course.) Proton, which it uses to run Windows games, is absolutely not designed for security or anything like that - it does give them access to your entire file system, not just the box it creates - but a normal windows virus designed without the Steam Deck or proton in mind would just fuck up the environment Proton created for it, accomplishing nothing. And, of course, as mentioned, you have the advantage that you have less important stuff on the Steam Deck to lose in the first place. So it is somewhat safer to run pirated windows games on the Steam Deck than it is elsewhere.
All of that said, if you’re really worried, another solution is to emulate console games instead. That is pretty much 100% safe (absent some weird exploit in the emulator, which AFAIK has never happened.) A game running in an emulator can only do what the emulator lets it do, inside the box the emulator creates for it. Most PC games have Switch versions and Switch emulation is very very good, even if Nintendo has forced them to halt development - we’ll see if that continues into the new Switch 2, but for now it’s a very good option that is basically 100% secure.
Microsoft has always had a strange relationship with piracy. They’d obviously prefer everyone pay for their software, and will crack down on stuff that seriously threatens this - but at the same time, their real power and profit comes from their monopoly (well, came from their monopoly; things are weird now due to their failure to win the browser wars and mobile device markets.)
If the alternative is you using a competitor’s software, they’d prefer that you pirate windows.