Malware will not damage your wallet. What malware will do is to steal your keys so that the hacker that steal it can use it to spend your coins. Malware may not steal your keys but able to make you send to a wrong address, like the clipboard malware.

There may be no sign until it is too late after your coins have been stolen. But there are sometumes that you may notice, like the clipboard malware in which the address you copy would not be the address your clipboard will paste. That is a sign of malware. But the most important thing is to avoid malware instead.

Use cold wallet instead, like wallet on an airgapped device https://electrum.readthedocs.io/en/latest/coldstorage.html

Or you can get yourself a hardware wallet.

Learn about multisig wallet
https://electrum.readthedocs.io/en/latest/multisig.html
https://bitcoinelectrum.com/creating-a-multisig-wallet/

Online wallets are not safe.

Make sure you avoid malware. Do not click on ads, avoid downloading torrent files and visit only the correct URLs.