Is DNS filtering enough or should I have anti-virus/anti-malware protection as well?
Generally you should have an anti-virus or anti-malware protection as well on laptops and desktop computers. Protective DNS is super valuable, but you want to have multiple layers of security protection because none of them will work all the time. Of course, you may already have antivirus installed - for example, Windows some with Windows Defender - you just need to make sure you have turned it on.
You definitely should have anti-virus/anti-malware protection on all of your devices. Also, you should be backing up your files on a regular basis and doing system scans along the way. Many anti-virus solutions also have browser extensions that you can download which help to add to your protection.