Recent versions of Windows 10 come with an app called Windows Security. Formerly known as "Windows Defender Security Center", this application is intended to help the user control his security and privacy settings in a clear and useful way. Here's how to see all current threats that need some action in Windows Security.
Windows Defender is the built-in security solution in Windows 10. It provides basic protection against threats. Earlier versions of Windows like Windows 8.1, Windows 8, Windows 7 and Vista also had it but it was less efficient previously as it only scanned spyware and adware. In Windows 8 and Windows 10, Defender is based on the Microsoft Security Essentials app which offers better protection by adding full blown protection against all kinds of malware. Recently, Microsoft made it possible to run Windows Defender Antivirus in a sandbox.
The SmartScreen filter is a technology which was initially designed for Internet Explorer to protect users from malicious websites and web applications. It was integrated with IE8 and IE9 (as the successor to IE7's Phishing filter). Starting with Windows 8, Microsoft has added the SmartScreen feature directly to the operating system so files are screened for being potentially harmful.