You? Rarely. Your system? Constantly.

The short answer is that with proper security software, you need to do nothing. The security software will scan automatically. I’ll expand on that in a moment.
The longer answer is that even with good security tools, you might want to occasionally run a scan. The definition of “occasionally” depends on your level of concern and whether or not you think you’re experiencing a malware-related issue on your computer.

When to scan for malware
You don’t need to scan for malware often. Most security software runs scans automatically. Run a full scan or an additional tool if you suspect malware or just want a little extra peace of mind.
Automated scans
Most security software runs automated scans at least daily, if not more often. These scans include the most common areas malware attempts to infect, and are typically pretty quick.
Some tools scan downloads automatically.
Some tools also scan newly installed software.
Windows Defender’s “Real-time protection” option does both.

Assuming you have real-time protection enabled, the most common actions are handled automatically without any action on your part.
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Manual scans
All security software should allow you to run a manual or “on demand” scan. Windows Defender offers several options.

If you want to run an additional scan, it makes the most sense to run a full scan. Your software has already been running quick scans automatically. A full scan includes all areas of your drive1.
You might run a full scan if you suspect there’s malware on your computer that the default scans have not caught. There’s certainly no harm in running a full scan; just be aware that it’ll take longer.
There’s no harm in running a full scan every so often, particularly if it gives you a little additional peace of mind. If you need a time frame, I’d say once a month or so.2
When Defender steps aside
In the examples above, I’ve shown Windows Defender (which is included in Windows 10 and Windows 11), as it’s my recommended solution for most people.
Be aware that if you install an additional security software package, Windows Defender will turn itself off. For a variety of reasons, it’s not a good idea to have more than one security package active at the same time, particularly for real-time scanning. If you use different software, follow its instructions to perform manual scans, and check its documentation to confirm what scans it performs automatically.
If you uninstall the additional tool, Windows Defender should notice and turn itself back on again. If it doesn’t, you can.
When to use a second tool
When malware is suspected but your primary tool scans come up clean, you’re often advised to use a second tool. Often Malwarebytes is mentioned as that second tool.
No single tool can detect all possible malware. If you suspect malware, using an additional tool to perform additional scans increases the likelihood that more malware will be detected and removed. Even though it’s still possible that something could be missed, using two good tools — like Defender and Malwarebytes — can dramatically reduce the risk.
Just remember that Defender may turn itself off when you install another tool. Be sure to check. If that’s the case, you’ll need to uninstall that tool to return to your original configuration.
Do this
Most of the time, you need to do nothing; security scans happen automatically without your intervention.
If you suspect something got through, or if it’ll make you feel better, there’s no harm in running a periodic full scan manually.
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I have a second free antimalware program installed but not scanning in real-time. When I run a full scan, I usually run the second antimalware program as I figure Windows Defender had already looked at the files as they came in and a second program is more likely to catch any malware.