No not all files will be scanned on the default settings, 'Normal' only those considered dangerous, .exe, .com, .dll, generally files that can be executed, archive files whilst they may contain malware, until they are unzipped and the malware extracted at which point it is a newly created file that would be scanned (under the same general rule).
This is all subject to 'your' personal settings. Check out the Standard Shield, Customise and look at the various Tabs, basic, Advanced, etc. and you will see that avast can be very flexible and configurable.
The other resident providers work in a slightly different way as for the most part they are trying to prevent malware getting on the system. Because of the way that P2P applications work with multiple different parts that avast (supports) doesn't wait and scans the partial pieces of the file as they are saved before being cobbled together into the complete file.
You should also check out the avast Help file, Resident Protection, Standard Shield Provider for more detailed information.