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. The ideal solution is to combine the integrated and an external antivirus (so called dual antivirus check).
In Configuration → Content Filtering → Antivirus, on the Antivirus tab, set antiviruses and, if applicable, also advanced settings for the selected external antivirus. For complete list of supported antiviruses and their detailed configuration guides, refer to http://www.kerio.com/firewall/third-party#av.
WinRoute allows to select protocols which antivirus check will be applied to. The HTTP, FTP scanning, Email scanning and SSL-VPN scanning, tabs enable detailed configuration of scanning of individual protocols. Usually, the default settings are convenient.