Does McAfee come loaded on Windows 8.1?   Possibly --- Many PC Manufacturers pre-load a "trial" version of McAfee [or some other program(s)] because they have a financial arrangement with that/those companies. HOWEVER, IF McAfee was installed by your PC's OEM, it would have been there from the start... and not suddenly gotten installed a year later. Most likely, what happened is that you downloaded/installed some OTHER program... for example, Adobe's FLASH Player... which had McAfee "piggy-back attached" to it.   There should have been some pre-checked boxes "advertising" McAfee's inclusion... but most people don't take the time to check/read everything, and simply press the NEXT/continue button. (I'm not saying that FLASH was definitely the "guilty" party --- it could have been some other program you downloaded/installed then.   I just mentioned FLASH as an example.) Since you have Win 8.1, it indeed should have Windows Defender on it, as the default anti-virus.   In fact, assuming you don't want McAfee, you can deactivate it and then uninstall it... and then, Windows Defender should automatically reactivate itself.   You can then run a scan with Defender, to confirm your machine's status.  
I am recently getting popups from McAfee that my computer is at risk and my firewall is off.  I have windows 8.1 and when I look at my installed programs, it shows that McAfee has just been installed on 3/8/15.  I have had my computer for a year and installed programs shows that most of the programs were installed on 3/7/14.  I have not intentionally installed McAfee. Does it come loaded on Windows 8.1? Since it was just recently installed, do I have a virus?  I thought Windows Defender was my antivirus software and firewall? Help please?
Do I have a virus?