Start, All Programs, avast! Antivirus, Help.
Right click the avast icon, select 'Start avast antivirus,' once open you can press the F1 key a common shortcut for help, or select the menu, help or right click on the skin and select help.
I also created a desktop shortcut for it, you can find the file here, C:\Program Files\Alwil Software\Avast4\ENGLISH\HELP\help.chm
Personally I think the help should be available from the avast icon right click context menu, but I'm just an avast user like you.
Well it should certainly be able to scan it and it shouldn't require any additional set-up. So why it isn't I'm not sure I have never used any P2P application much less uTorrent, but there are many forum members who do.
There were previously problems with uTorrent using some email ports to communicate but not using email protocols causing the email scanner to try and scan them, so much so that avast had to exclude uTorrent from being scanned by the email scanner.
Now if your connection is using email ports then that may be why there is no recorded traffic and possibly not being scanned. I suggest a forums search for utorrent that may return information about this previous problem about using the email ports and what can be done to avoid this.