You can set ClamWin preferences when it finds a virus to Report to you, to Remove it, or to put in in Quarantine. Choosing either Report or Quarantine are the best options. You do not want to remove a file if it is a false positive detection of a virus. I started out using Quarantine myself, but ClamWin once got a false positive on the Winlogon file, quarantined it, and I was unable to access Windows. So I would suggest using the Report option. ClamWin's scan summary will tell you if it found any viruses and their location on your computer. Note the location.
Before doing anything with an infected file, you should verify it is really infected. You can get a free scan of a file at Jotti--located at http://virusscan.jotti.org/
on the Web or at VirusTotal--located at http://www.virustotal.com/
on the Web. Go to either site, put the filename in the box, and scan it with multiple antivirus programs (including the Clam engine used by ClamWin). If several other virus scanners find the file is infected, it's probably for real, and you can safely remove the file by locating it on your hard drive, right clicking on the file name, and Delete it. You can do the same thing to a file in Quarantine to remove it. If the file was important to you, you will have to restore from backup (you do backup, right?).
ClamWin is not yet a full-time, resident, on-access virus scanner. It is still an on-demand file scanner--it doesn't scan constantly for viruses. So if you surf the Web a lot, you should have a resident scanner. ClamWin should work fine as a backup scanner to any resident scanner--like Norton. AntiVir, Avast, and AVG are all free resident scanners. The free Threatfire behavior blocker from PC Tools also makes a good combination with ClamWin. Windows Defender is a decent antispyware program when paired with a browser protecter like Spyware Blaster. You might be interested in these suggentions for free security software at http://sunbeltblog.blogspot.com/2005/08/security-on-cheap.html
on the Web.