What are all these files on my Mac?
Solution 1:
You're in a search screen and it's currently listing all of the files on "This Mac" (your Mac). It's literally (not figuratively) every single one of your files listed alphabetically in a search window; it's nothing harmful.
Just close out of the search and you'll be fine. You might want to take a quick read of the Apple document, Get to know the Finder on your Mac.
Solution 2:
Welcome to Ask Different. Some of them would be system files or files associated to applications installed on your Mac. It's unlikely to be malware particularly if it's a clean install.
You can see where these files are installed in their parent directory by enabling the path bar in Finder. You can do this by going to the toolbar and click View drop down menu and select Show Path Bar. The path bar will then be shown at the bottom of the Finder window.
Then, when you select the file in the search results, the path bar will show you which parent directory the file is located in.
Alternatively you can see all the properties of the file and where it's located by using the Get Info function by selecting the file and pressing ⌘ CommandI.
Finally, if you just want to see your Documents folder, this can be found in the left sidebar as shown in your screenshot. The documents folder is located in /Users/youraccountname/Documents
.
I hope this helps, but please let me know if you need any further clarification.