In Nameless v1, you can upload favicon.ico to core/assets.
In Nameless v2, upload it to the folder Nameless is intalled in (usually public_html or htdocs on web hosts).
Templates and modules should have instructions on how to install them in the readme.
To upload them, your web host will provide you with FTP details to log in and upload the files as per the readme.
Have you enabled recaptcha in the StaffCP -> Configuration -> Registration tab?
In Nameless version 1, you can add your Minecraft server in the AdminCP -> Minecraft -> Servers tab, and then set the server as default in there.
In Nameless version 2, it's the same, but it's StaffCP -> Integrations -> Minecraft -> Servers.