Thank you for the explaination.
I already knew what c++, Direct X and Unreal Engine is. Those terms were just words appearing in the pop up window or the disclaimer before installing Unreal Engine. I am to blame for not properly reading through that 'license agreement' so I just mentioned what was drawing my attention when browsing through it.
Yes it appears so that Avira is not exactly the best, but I think it is still better to have an additional layer of protection. Also, while installing, I had my internet plugged off, as a matter of fact.
I will keep in mind what you said though for the future.