Depending on the settings of your F-Secure security product, it will either automatically delete, quarantine or rename the suspect file, or ask you for a desired action.
More information on the scanning and removal options available in your F-Secure product can be found in the Help Center.
You may also refer to the Knowledge Base on the F-Secure Community site for more information.
The NjW0rm worm can spread via malicious file attachments to spear phishing e-mail messages, though it is more notable for spreading via infected removable drives, on which the malicious components are hidden and the only visible presence is a specially crafted shortcut .LNK file (which is detected as Worm:W32/NjW0rm). If the user plugs in the infected drive and clicks the LNK file, the worm's malicious file is launched.
Once NjW0rm is active on a machine, it can serve as a backdoor. Among other actions, the malware can steal passwords (including reportedly from No-IPs dynamic DNS service), contact a remote command and control (C&C) server and execute instructions from the remote attacker and update its own configuration.
To continue spreading, the worm looks for and infects any other removable drives connected to the infected machine.