What is pclzip.lib.php file that wordfence think it’s a malicious code

It isn’t normal for extra files/folders to appear in WP core folder. The only location that is considered writable is under wp-content and easily writable is uploads, or whatever they are customized to.

If it appears malicious, behaves malicious, and security tool thinks its malicious — it’s a safe guess that it is. It also might not be malicious itself, but used as part of malicious payload for utility purposes (open source! :).