f you purchased MalwareBytes from Randem Systems and we installed it; an automatic scan is set to run at 2:00am everyday, so all you need to do is to leave your computer on overnight one day and MalwareBytes will take update itself and run the scan.
If you have the free version; the first thing that you want to do before running a scan is to update your software. Use the Update tab to get to the location where you can check for updates. Keep checking for updates until there are no more updates to be downloaded, then you may run the scan.