can webroot scan and identify threats of downloaded applications before their opened?

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Yes
 
If SecureAnywhere detects a potential threat, it opens an alert that prompts you to make a decision on whether you want to allow or block the item. If you aren't sure, we recommend that you block the item. For more information, see Managing detected threats.
 
If a threat is detected, SecureAnywhere may also open an alert in the system tray. SecureAnywhere takes the appropriate action to quarantine the items. It may also prompt you to take action yourself (see Running scans and Managing quarantined items).
 
http://www.webroot.com/En_US/SecureAnywhere/PC/Content/Resources/Images/AlertLowRiskVirus_228x179.png
 
Shields constantly monitor activity while you surf the Internet and work on your computer, protecting your computer from malware and viruses
 
Read more - WSA PC Help