1) Grab the macOS or Windows installer from the downloads page. Linux binaries available too.
3) Dump your samples and other files you want to load in /Users/you/Documents/VMPC2000XL/Volumes/MPC2000XL. This is also where anything you save will be stored.
Warning: Files in that directory are renamed by the emulator just like on the real 2000XL! This means you shouldn't put the only copy of some important files there. Your data might become corrupted. This renaming does not happen on Windows NTFS drives if short names are not disabled. VMPC2000XL will respect the short filename and work with that, mimicking what would happen when copying files to an MPC2000XL SD card for example.
4) Report bugs and feature requests here.