Server has antivirus. Do I need to enable external locking on MySQL?
No, external locking is (was) only needed for MyISAM when you tried to execute several processes on the same data directory, such as two server instances, or an instance and a file repair.

Sincerely, I would be surprised if that page manual was accurate and was still fully supported. In any case, it is mostly impossible to do that now, as InnoDB (default engine) disallows 2 instances on the same server at the same time.

In summary, an antivirus scan is not a problem for MySQL, unless it changes the files or moves them away; and if the resources it uses do not interfere with the database execution. I wouldn't run, however, an antivirus software on a production server, unless it was for scanning the network (emails or desktop clients).