It’s already on your computer & is designed to remove infections after they have actually gotten into your PC, (unlike your antivirus software that might protect your PC from becoming infected in the first place).
It runs in “quiet mode” & you don’t even know that it is running. It has no installer for set up & it cannot be uninstalled either. It comes down monthly automatically from Windows update but can only detect certain malware that is already running on your PC.
Windows update can even also let you know if your computer doesn’t have any essential security that it might need & may prompt you to opt for the free Microsoft Security Essentials (MSE) to properly protect your computer.
MSE is optional in Windows 7, but Windows 8(.1) already has it baked in so it’s very important to ensure that any third party security products or unwanted subscription ‘trials’ from other paid up vendors are correctly removed from your PC otherwise they could affect or impair MSEs correct native operation.