Answer
GFI LanGuard can be deployed on any Windows based (Vista/2008 or newer) computer, as long as it is able to reach and login to the target computers that need to be scanned. For example, GFI LANguard can use the Internet to scan targets that are not directly connected to the local network.
Nevertheless, for security purposes it is highly recommended that GFI LANguard is deployed on the network that will be scanned for vulnerabilities. If this cannot be achieved, then systems administrators should ensure that the internet communications are secured using high security mechanisms, such as VPNs and other forms of tunneling protocols.