Error when attempting to run EICAR.COM

Hello fellow users,
When I attempted to run EICAR.COM, an error showed up, which is anticipated as EICAR is a DOS program and unable to run on Windows 8, but my question is I *should* get a virus warning, shouldn't I?

Error: C:UserssophosDocumentseicar.com
C:UserssophosDocumentseicar.com is not vaild Win32 application
