Double click on the AVG icon that was put on your desktop.

The next window will probably say that you are unprotected at the top. Click on the "Update Now" button.

Click "Update".

When it is down it will say that you are protected at the top and it will have "Finished" under the Update Button.

Next you should setup a schedule for scanning your computer. Click the "Computer Scanner" button and use the Add or Edit Schedule buttons to setup or change the scan time. Scanning will cause your computer to slow down, so I set mine up to scan at midnight, when I am unlikely to be using it. Since almost everything is scanned as it comes into the computer anyway, it should not be necessary to scan very often. I leave my computer turned on at night once in a while so that AVG can scan.

"Overview" will show the status of the security components.