You're welcome.
1. There is a check box to check that selects archives for scanning also, in the window that pops-up and you select the sensitivity of the scan on that window is the select archives box.
Thorough is also by its design very thorough (it scans all files) and perhaps a little overkill for routine use, were a Standard scan without archives should be adequate. Archive (zip, rar, etc.) files are by their nature are inert, you need to extract the files and then you have to run them to be a threat. Long before that happens avast's Standard Shield should have scanned them and before an executable is run that is scanned.
I have only ever done a Through Scan with Archives once shortly after installation just to ensure a clean start state, but with XP for example avast will do a boot-time scan after installation if you select it, this I believe will be quicker and reasonably effective. Like everything in life things are a compromise.
2. They could well have been on your system before avast was installed, but avast is constantly adding and modifying signatures to detect malware.
What is the infected file name, where was it found e.g. (C:\windows\system32\infected-file-name.xxx) ?
Check the avast! Log Viewer (right click the avast 'a' icon), Warning section, this contains information on all avast detections. C:\Program Files\Alwil Software\Avast4\ashLogV.exe
3. Deletion shouldn't activate anything - However, deletion isn't really a good first option (you have none left), 'first do no harm' don't delete, send virus to the chest and investigate.
that's 4 questions
4. When you/avast detects malware, selecting Send to Chest is quarantining the file.
A Happy New Year to you too.