Could ._ files contain malicious software?
No, these are not malicious files at all. In fact, they are actually just harmless and annoying. These are files that are hidden on the Mac, but will be visible on Windows because of the format of the external hard drive. "._" files are invisible resource fork segments of files. 

When you are using NTFS or SMB, these files are not shown because the resource fork and original file are treated as one. You mentioned you were using Windows to view the drive, meaning you are most likely on exFat or FAT32. In these scenarios, expect many annoying files like these and on Macs, annoying trash folders. You might also notice files like .DS_STORE files, generally hidden on Macs, but shown on Windows. 

If you want to read more, check out this article by CNet here.