No, you MUST only use one security package that works in real time.
MSE is first rate, and is a complete AV product... I have been using it since it was in beta.
You can if you wish use something like malwarebytes etc that only runs on demand, but my experience with MSE suggests this isn't needed.
Make sure Windows firewall is ON
It's absolutely VITAL that any previous AV package you may have had is fully removed by using the appropriate removal tools from the company concerned.