Just installed Directory and documentation doesn't match Dashboard. Please help.

Hello,

I recently downloaded the Directory plugin and have installed it to my WordPress site at:
http://southernmdholistic.com/

I am reading through the documentation for the Directory plugin and almost nothing matches what I see on my screen. For example, 'Directory > Settings > Import Taxonomies' doesn't exist anywhere in my Dashboard. 'Directory > Content Types' doesn't exist anywhere either that I can find. Here is the current documentation:
https://premium.wpmudev.org/project/wordpress-directory/installation/

Does the documentation need to be updated, or something?

Also, my directory is still using the default 2011 theme. How do I activate and configure the theme that comes with the directory?

thanks in advance!