Building his pixel means as he gets visitors who are interested in his product to his website, facebook can start to link those people together on the backend. It makes his facebook campaign smarter and start showing to people who will actually be interested in his product. Instead of just throwing it to random people.

This is how all businesses advertise, it has nothing to do with malware.

Also in terms of building your pixel OP, posting here is not helping you. We are just going to give you data that is out of the norm for your customers