In 2014 AV-TEST tested 7 different cleaning tools (along with 10 antivirus solutions) Malwarebytes was the only tool that was capable of completely removing and restoring the system. It was concluded by AV-TEST to be the best tool for removing malware from infected computers.
Antivirus is a specific term referring to well-known and established malware, meaning that you'll still remain vulnerable to new and unique malware if you use an antivirus. Malwarebytes is constantly updated to find newer and rarer malware.
In a test performed by PCMag over half of malware that the tool attempted to remove was still running after the attempted cleanup. Rootkit removal often crashes other software.
A portable version of the app can be found here. It allows putting the software on an external storage devices such as an USB thumb stick and running it from there without having to install it on the target machine.
To use effectively, new users should invest some time into reading about all the possible configuration options and determining how best to customize their installation to suit their needs.
There's no need to set up the tool, it comes with all versions of Windows and as long as you install important Patch Tuesdays updates the tool will be up to date.
The tool automatically runs after each "Patch Tuesday" patch has been installed. And there's no way to have in scheduled to run more often. To run it at any other time it has to be done manually.