I use an appliance that contain Calm-AV antivirus within it (firewall), and I can say that it can catch the files contain viruses. it is not a web filter to catch spam emails.
and Calm-AV can put the files with viruses in a folder named Quarantine ( you can delete files or return them back from that folder), also the same in Open-E product, the Calm-Av do the same.

But I suggest that you have another Anti-virus to protect your system with, as you can let the antivirus check your targets.