Within the video they talk about being able to listen in on the conversation. I have searched and looked through all the commands and on the forums for this feature. Has anyone successfully use this feature yet and if so can you please share the instructions on how to do this? Or at least direct me to the page that list those commands.
Which video do you mean? I am not sure if I understood well, but you mean some SMS command which enable to listen calls?
You can forward SMS but you can’t forward callings (due to phone calling settings differ very much all over the world).
Yes, but you can pass call log with notification about incoming calls.
Ok. You’re right 
I believe he is talking about the youtube video on avast.com that describes the functionality. He is correct in mentioning that the video says you can listen in to your phone, but I also do not see any commands to enable such a feature.
its the command CALL
Avast SMS commands list: http://www.avast.com/en-us/free-mobile-security#tab4
Yes, you can use the call command to listen the others, but they have to speak
While you are listening to them, they can also listen to you unless you mute your mic. So stay quiet, or you may give the game away!
What an awesome feature! 