Is there any way to integrate Antivirus in Salesforce, or does this already exist?
Additionally, I would like to also have realtime URL scanning of malicious HTML documents and websites.
Key features I want to block include EXEs in ZIP files, malicious PDFs and basic document scanning (DOC, DOCX, etc)
As of now, Salesforce does not do any anti-virus scanning. However, there is an idea here which is under point threshold. Until this is implemented you can use 3rd party apps from AppExchange such as this one.