andaga
No worries, I totally understand.
To clarify your questions:
Yes, cPFence provides malware protection for all accounts and websites on your server. As for email, it checks emails after they arrive for two things:
1- Infected malware attachments
2- Spam emails
If either of those is detected, the email will be quarantined.
Regarding the setup, there is no central database or server that your server connects to. The only external calls made are for updates and licensing purposes.
The default configuration works out of the box for most cases, but if you want to customize settings, you can edit the config file and then copy it to all your servers. After that, just restart cPFence on each server to apply the changes.