I'm using 7.0 and it does not contain scan option in right click menu.
Your installation is not good. avast! installs the right click menu by default.
I'm looking for solutions to activate it actually.
Can you try to repair your installation?
Go to Control Panel > Add/Remove programs > avast! antivirus > Remove. Then choose Repair function in the popup window (Repair).
If this does not help, can you uninstall / boot / install / boot again?
also i'm not sure if it is necessary. Is avast scanning the file every time before we double click it like in windows?
Yes, avast! scans files on open/execute.