How to analyze file quickly to know if it is malicious or not ?

Hi

Some files dont spread viruses but silently transfer personal info into the specific IP source without any anti virus to be able to detect it. Also sometimes these files like game servers exe need to have internet access so I have to allow it through firewall software. Even pdf or image files the app that open these files can send personal data from malicious code inside these files. So how I know if any of these files has these malicious codes ?

Run them thru VirusTotal.com. Also check the behavior of them. Check the date they were created and the date when they were last seen. Or use Hybrid Analysis which sandboxes them and you'll see what they do in a sandbox

Yeah, but how do you get the .exe (such as for game), the pdf file and the image files, though? If it is through the email, then checking by hand one by one via VirusTotal may be OK (still doesn't prevent scams, or links inside going to another scam/malware-infested websites). If you install an illicit program deliberately, especially when it is set to auto-update, even a program now good may later turn bad.

Files from emails are the most significant vectors for spreading malware, while getting infected by an illicit program will often elicit little sympathy from the forums.

Trusted source does not mean 100% clean these apps still can collect personal info