What is a Trojan Horse ?

Trojan or Trojan horses is a program(virus) that execute non authorized actions in your computer , Trojan horses don’t replicate themselves those actions are programmed by a hacker or a pirate.

Trojan horses is not detected by an antivirus because the takes form of an install program that’s what we called him a backdoor (I will write an article about What is a backdoor?)
Trojan horses can also  hide the existence of certain processes or programs from normal methods of detection it’s RootKit
I have an article that explain What is a Rootkit ?
Trojan can cause :

• - Do a modification to your files.
• - Copy files or remove them.

Trojan horses in this way may require interaction with a malicious controller (not necessarily responsible for distributing the Trojan horse) to fulfill their purpose. It is possible for those involved with Trojans to scan computers on a network to locate any with a Trojan horse installed, which the hacker can then control.
Some Trojans take advantage of a security flaw in older versions of Internet Explorer and Google Chrome to use the host computer as an anonymizer proxy to effectively hide Internet usage, enabling the controller to use the Internet for illegal purposes while all potentially incriminating evidence indicates the infected computer or its IP address. The host's computer may or may not show the internet history of the sites viewed using the computer as a proxy. The first generation of anonymizer Trojan horses tended to leave their tracks in the page view histories of the host computer. Later generations of the Trojan horse tend to "cover" their tracks more efficiently. Several versions of Sub7 have been widely circulated in the US and Europe and became the most widely distributed examples of this type of Trojan horse.