It sounds like it's valid because Locky is Ransomware so if you're comfortable with BitDefender, take advantage of it. That said, I would suggest keeping your eyes peeled for the threat in case it's a Beta product.
No - it probably came from a link in an e-mail and it brings with it the ability to encrypt all your files and make them impossible to read. They claim that half a Bitcoin (about £150 GBP) will get you a release key but that rarely comes good even when folks have paid the Russian blackmailers. If you didn't click the link or, better still, you didn't open the page that automatically downloads, you may be safe but you need professional help on this one.
Go to http/www.bleepingcomputer.com and put Locky into their search box for more information. There's a grumopy old Englishman with the unlikely name of Saga Lout being a little unkind to some posters in there. Anyone offering you a fix has to be viewed with suspicion.
It sounds like it's valid because Locky is Ransomware so if you're comfortable with BitDefender, take advantage of it. That said, I would suggest keeping your eyes peeled for the threat in case it's a Beta product.