I think you are talking about the regular Consumer version of WebAdvisor. If this is SAE then ignore this.
Go to Control Panel > Programs and Features and you'll see a listing there for McAfee WebAdvisor
Go to McAfee WebAdvisor , alter your Country at the top if necessary, and reinstall.
Reboot and it should be active and asking for permissions to run.
Also note than in IE11 the toolbar is not seen so no green icon the warning re sites when you try to go to them is there though.
"*In Internet Explorer, SiteAdvisor/McAfee WebAdvisor works in headless mode. This means that no toolbar will be displayed unless there is a problem detected on your installed security product (for example, if the Firewall is off or Real time scanning is disabled). McAfee WebAdvisor's settings can be changed from Internet Explorer’s Tools menu (the gear icon at the top right)."