Sucuri sells website security services, and it is part of GoDaddy. The offer is aimed at people who run a website, not at a personal computer. It includes malware scanning and cleanup, a firewall that sits in front of the site, and monitoring that warns when the site changes or goes down.
A firewall and a cleanup are different pieces. The firewall is continuous. A cleanup is a job to remove malware that is already on the site, and it may be a separate request. The site owner points DNS, or a proxy setting, at Sucuri for the firewall to see traffic. Without that change, the firewall is not in the path.
Plans differ by how often scans run and whether cleanup is included. Those differences are on Sucuri’s plan page. The service protects the website it is attached to, not the owner’s laptop.