For the most part, I mean files ending with .exe that require Microsoft Windows to run -- but can be run inside OS X using various bits of third party software.
However, as far as Sophos detections go, often PDF document exploits or other cross-platform attacks are flagged as Windows, but can be used against OS X as well.
You say you have bootcamp enabled, which I presume means you're booting into Windows instead of OS X at some point. When you're running Windows, you need a Windows AV solution to protect you, and your computer is vulnerable to all the Windows-based malware attacks out there.
For the most part, I mean files ending with .exe that require Microsoft Windows to run -- but can be run inside OS X using various bits of third party software.
However, as far as Sophos detections go, often PDF document exploits or other cross-platform attacks are flagged as Windows, but can be used against OS X as well.
You say you have bootcamp enabled, which I presume means you're booting into Windows instead of OS X at some point. When you're running Windows, you need a Windows AV solution to protect you, and your computer is vulnerable to all the Windows-based malware attacks out there.