Congrats on your purchase, the M6SL is a great little device. I just got mine two days ago and i'm already in love with it.
Indeed, you cannot access the player's functions when it's connected to USB. It will only allow you to charge it and transfer files. To be able to access the file transfer mode, connect the USB cable after the player has been started completely, or as soon as the Meizu logo is displayed.
I think the rest of your questions are answered in the FAQ.