Hi Luca, you can download the pre-compiled executables/binaries from our download link. You do not have to compile yourself, unless you are changing the code itself. In any case, here are replies to your query:
First error is a bug in the code. Thanks for reporting it. We will fix it in next release.
For second step, can you send what options were displayed in the matlab window? In most cases, going with first option (pressing 1) works.