How to delete Spyware, Adware and infected files?

The program I use is AVG Anti-Virus 8.0. I did a full computer scan and the results were 4 Spyware detected and 139 files infected (with what I don’t know.. it’s cookies if I’m not mistaken.) So.. How do I delete or heal these? What’s the difference between deleting and healing? And how do I go about it once the program finishes the scan?

download Malwarebytes’ Anti-Malware from http://www.malwarebytes.org/ and update it

How to Delete Undeletable Files or Folders from Computer

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