Hello, yes, I believe that's because it's still beta, the training and campaign will come later, hopefully.
In the meantime, have a look here:
http://forums.eagle.ru/showthread.php?t=141613
and here:
http://forums.eagle.ru/showthread.php?t=137880
for some training contents, the Academy is very good and so are uboat's missions.
The missing blue highlight is a minor bug (already reported), not something wrong with your installation.
I also bought it in the recent sale and I LOVE IT! :thumbup: Great module.