At one time, the only distribution of Nasm was a source archive, with nasm.exe and nasmw.exe included (dos/doze users presumed unable to build the thing themselves). That's the only reason the Windows build had a different name. (same applies to ndisasm/w.exe) If the documentation still refers to "nasmw"... it shouldn't...
Unless there's some reason to use an obsolete version, you can find the latest right here:
Windows builds are at the very bottom of the page.
(obsolete versions clear back to 0.91 are available as source - but I doubt if that's what you want)
As "nobody" suggests, you can rename it to "nasmw" if you wish...
If you click through on that "Malware Research" site, you'll find that they *don't* find Nasm to be malware... although certain broken antivirus software *does* think its a virus.