Any supported external antivirus application that you intend to use must be installed first. The McAfee antivirus application is integrated into WinRoute and you will need a special license to run it.
Select an appropriate antivirus application in the Antivirus tab under Configuration → Content Filtering → Antivirus and set protocols that will be scanned.
The HTTP, FTP scanning and Email scanning tabs enable detailed configuration of scanning of individual protocols. Usually, the default settings are convenient.