1.) The NIfTI image named "motor.nii.gz" should be included when you download MRIcroGL. Can you download the latest release (v1.0.20170714) from one of the two sites below. If it does not work, can you tell me if you are using Windows, Linux or MacOS, and whether you are using the latest release (1.0.20170714). You may want to see if dragging and dropping the file 'motor.nii.gz' onto the software fixes the scripting - some OS security features (e.g. Gatekeeper Path Randomization) can disrupt automatic detection of files.
   https://github.com/neurolabusc/MRIcroGL/releases
   https://www.nitrc.org/projects/mricrogl/

2.) I have heard the NITRC website can have issues, but not sure if this is due to browsers, the site, etc. Since this is beyond my control, why not try downloading from the Github page I mention above.

3.) Please read the manual. You can adjust the overlay using the min and max values in the Overlay panel.