In case of problems you should of course first have into the forum.
Additionally you may found articles or "how-to" guides in this section.
The GuardXT file check is the heart of the application. It checks for changes in the file system. These changes may indicate that your site was hacked or at least that there's some unwanted activity.
The GuardXT version check helps keeping your site up to date. Often with new versions of joomla or joomla components potential security issues are resolve, so keeping your software up to date is usually a good idea.
Each time you call guardXT in the backend, you will be informed if your joomla version and your GuardXT version is up to date. For future versions checks for additional components are planned.
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.