If for some reason the Network Shield isn't installed (but other providers are), you can go into Add-Remove Programs, click on Avast then on Change. You'll see a number of elements such as the providers and many language-versions. Make sure Network Shield is checked, then hit Save (or OK, or however it's labeled).
Usually you'll then have to re-boot if resident protection is changed -- you'll get a prompt saying so if that's the case.