GuardXT is monitoring your file system for changes. This can be done manually, however that's not very effective and will not really help making your site safer. It is highly recommended to set up a job running regularly.
To regularly run a job on your server you have to set up a cron job (see Wikipedia for details). Most likely your hosting provider will provide some kind of web interface to set up the crontabs. If not, you should ask your hosting provider how to set up a cron job. The command that should be executed by your cron is the following:
The job should be executed at least daily (I prefer each hour).
What does the job do?
Basically the job checks for changed or added files and changed permissions of files and folders. If a change is detected an email is sent to the address maintained in GuardXT settings.