I'm not sure I get you correct, but do you already have Windows installed? If that's the case, it's most likely Windows Defender or some other that suggests you do a full scan. It's mainly a precaution, and refers to the fact that you have "never" made a scan - that kind of alerts the security guards, which is only a good thing. Just do the scan.
If you get this kind of scan urge when installing Windows, I'm puzzled.