Strange issue with Pages App on new Mac air

All iOS up to date, when trying to save a doc in Pages, I can save it to the desktop, but it's being saved in iCloud, so that could also have something to do with this problem. When I click on shortcut on desktop, an error message appears that says something about you should delete file it may have malware. It is a new doc I just created. Uninstalled and reinstalled pages, no help......AM able to open docs from pages app directly, however when I shared the doc with a friend via email she couldn't open it as it says she didn't have permission.

This is a newer Mac air, could it be some setting/permission?

Could it be something in iCloud?

Please help!

Thank you