Video Anomaly Detection (VAD) aims to identify anomalous events in videos and accurately determine their time intervals. Current VAD methods mainly fall into two categories: traditional DNN-based approaches that focus on temporal localization, and LLM-based approaches that emphasize semantic understanding. Both anomaly understanding and grounding are essential for comprehensive video anomaly detection and can complement each other. However, no existing model or dataset supports both tasks simultaneously. To address this, we introduce VAGU (Video Anomaly Grounding and Understanding), the first benchmark to integrate both tasks. Each VAGU instance includes annotations for anomaly category, semantic explanation, precise temporal grounding and Video QA. We also provide multiple-choice Video QA for objective evaluation. Based on this dataset, we propose Glance then Scrutinize (GtS), a training-free framework guided by textual prompts. The framework first enables coarse localization of high-probability anomalous regions, followed by detailed anomaly interpretation and temporal boundary refinement. Additionally, we propose the JeAUG metric, which jointly evaluates semantic interpretability and temporal precision, overcoming the limitations of traditional metrics. Extensive experiments verify the effectiveness of our benchmark, framework, and evaluation metric.