Carl,
So there are basically 3 things you need to do.
1. Go into Application Security > Options > AV Protection and set the name and IP of the ICAP server you are using
2. Make sure you have your variables set correctly in Application Security > Advanced Config > System Variables
3. Go into the policy you want to us AV scanning on and go into Policy > AV Scanning and check the box to enable in that policy
If you have all these setup then once the ASM sees a file transfer it should send. If you have all these and it is still not working I would check check the /var/log/asm log for errors or any sort.