Yes, when you click on the protection tab you'll see a box that says "Enable Protection Mode" this will start MBAM's version of a proactive malware scanner. You can change the options to have it start up automatically with Windows, show tooltips and more. Once you've enabled Protection Mode, you can click on the "Scheduler" button which will allow you to start daily scans.
By the way, I see you've listed your security software in your signature. I'd like to suggest that you switch from Windows Firewall to Comodo Firewall (Free) it's a much better piece of software IMO. It works well with Avast and MBAM, I have all three installed on my system. Here's the link: Download Comodo Firewall