You mean Spybot Search and Destroy I think.
Yes, just double click the file you downloaded to install it then go to the "settings" area on the left side of the window and you can configure it any way you want.
For now I would recommend only allowing it to "fix" the items in red that come up checked off after a search. The items in blue/green aren't absolutely essential to the running of the machine but you'll lose a lot of settings /cookies that you may want to keep.
Even if you do delete something you want back, the software makes automatic backups and you can go to "Recovery" to get them back. Good luck!