There are a few issues here but we will go over them one by one. For your wireless security the best thing you can do is change your password for the wifi to ensure no one is using it. The only way someone can get onto your wifi is if they know that password and you can find the steps to changing that right here! How to Change Your Wireless Network Password
For that error you posted the picture of that is an internal IP address from your network, its possible you have some media sharing program, like streaming your PC content to other devices for watching PC content on your TV or some other thing like that. That could be giving you a false positive but to be totally sure your best option woudl be to contact McAfee directly, as it is their software they will be better able to help track down what is causing the error.
If you are concerned about someone having access to your computer running a full virus scan with your anti virus software would be the best way to ensure there is no malicious software installed causing you issues.
For the final issue with people watching your home that is something we cannot help with at all and contacting the police directly, even if you have already, will be your best route. Thank you.