I have a copy of the memz virus, and have parallels windows vm. What I'm wondering, is if I run memz.exe/bin (not memz-clean.exe/bin), will I screw up the mac that I'm running the vm on?
If your Parallels virtual machine is using a disk file for the guest operating system, and you haven't mapped your real hard drive into the vm - then no, in theory the Mac will not be screwed up.
The reason I write "in theory" is that there are a few practical concerns. Mainly, if you happen to have your hands on something that is not the original memz virus, but something else, it might do something unexpected. If the virus contains an exploit for Parallels usable from within the guest, it could break the isolation and tamper with your macOS installation. It is not very probably though.