First you need to add your license key when you install. You can still do it via File menu -> License. Then type in or copy-paste in your license key from top right side of your Pro download page.
AVG is built within the LW Program to my understanding. It is not a separate program. Thus you will not find control panels or other configurable options for AVG.
The option to turn AVG scanning of downloaded files on or off is under LW's menu bar, Tools -> Options -> Transfers.
Pro support? Check support page of LW site & you can get email support.