Please see this article on how to enable live protection:
https://www.safer-networking.org/faq...ve-protection/

For the scheduled scan, please go to the user FAQ under the heading of "Start Center & System Scan" then click on "How to schedule a System Scan?"
https://www.safer-networking.org/support/spybot-2-faq/

For the Spybot, Spybot 2, Spybot 3 etc. that were installed before, did you ever have previous versions of Spybot installed prior to this? Had you ever had trouble when/if you had installed the prior Spybot and perhaps installed it more than once?
For the scan, Spybot does show what is scanning for in the bottom window, and that can go by quite quickly.

What operating system is on your computer? Also, do you know if the account you are on is an administrator or a local account?
In what area of your computer are you seeing the other accounts?
On Windows computers from Windows Vista on up to Windows 10 you will sometimes not have permission to open certain files, even if you are using an administrator account. Those types of files are typically system files and the like.
What types of files are you unable to save? Is that all files, or only some of them, perhaps within the user account area or the like?
Is the "Users Share" folder located within the Network folder in file explorer or perhaps windows explorer if you are not on windows 10?

Also, are there any other things happening on your computer that do not seem normal?