If you installed Windows Live OneCare - http://onecare.live.com - you will have a green icon in the system tray in the lower right of your PC and it will be a program in the Start menu.
You can subscribe/activate by clicking on Subscribe in the main window of OneCare when you open it.
There is no sharing of files via Windows Live OneCare to other people. You may be confusing this with other offerings available in the Windows Live services - http://get.live.com
-steve