•What damages can a malware cause to your wallet?
Silly question.
•What are the signs that your wallet being attacked by malwares?
How about your coin balance goes to zero

•How can it be prevented?
Switch to Linux OS asap is the best prevention and protection..
99% of all malware is made for windows os, and you don't need to worry about this things anymore.
However, you still have to use your head to avoid common phishing attacks.