Which product are you using? You should have a McAfee application in your launchpad; in my environment, it's Endpoint Security for Mac. You should also have a McAfee shield icon in the top right near the clock. Once the client is open, you should be able to run a scan using the DAT files that are installed; in my ENS for Mac, it's on the left side under "ACTIVITY" --> "Scan Now".
There is McAfee Shield in the Applications Directory, but when i click on it, it does nothing.
Note, we are in an enclave that is not connected to the internet, we have a bare bones El Capitan loaded with some COTS, but not much else. i don't know if this application requires being connected to the internet to work. We do have a fully functional HBSS, and we install the McAfee Agent, it does seem to download some things from HBSS, and HBSS does show it functional, but it doesn't seem to be responsive to the user that is logged in.
McAfee Shield should only be the icon in the top right; it probably won't show an application on screen. Right-click that shield icon; what's in there?
I've had a further look at "HBSS"; hadn't heard of that before. Apparently, it's a few products all rolled into one; antivirus is not one of them. Are you sure you have an AV on there?
Oddly enough, DLP is not one, either, and yet you tell me you're chmod'ing the DlpAgent folder; so you have HBSS + possibly DLP? DLP can do scans as well, but they're not a/v scans; they're inventory/classification scans. And I'm still learning DLP at the moment, but I don't know that you can initiate those scans from your local system.