In the data folder next to the app you can edit the settings.xml file and set fullscreen="false" in the <root> node.
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Hi, apologies for the slow reply. I suspect that the Input Device field is empty because you do not have an audio input device enabled on your computer. I'm pretty sure that if there is no input device available at all then the app will simply fail to initialize audio entirely, but I'll need to do some testing to confirm.
You might try going into the Windows 7 sound settings to see if you have a device in the Recording tab that is Disabled. If so, enable it, set it as the default device, and then try running the app again. You will probably need to go through the same process of opening Preferences, selecting the device, and pressing Apply.
If you are on a newer Mac, it's probably a bug where it tries to open the wrong audio input. Try opening the Preferences, selecting an option in both the Input Device and Output Device (by which I mean click on the dropdown and select something, even if there is only one options), and then press Apply and then OK. See if that gets you sound.
I'm not familiar with the workflow in FL these days, so I'm not entirely sure how to answer your question.
All I can say is the reason it's an effect and not a synth is because the audio from any synths/effects before it in a signal chain is routed to  and  so that it can be used as effect. I wanted to be able to completely change the incoming audio, which required making it an effect (in Reaper at least). It's a bit hacky, but you might try loading a synth and then adding Evaluator as an effect downstream from the synth and see if the MIDI you send to the synth gets to Evaluator.
In any event, you don't need MIDI to run Evaluator, the support is there to make controlling the output more flexible than just automating parameters does.
If you just want to save the settings of the plugin, you can use the Save... button to save the settings to a file that you can Load... later. If you're talking about capturing audio, then the easiest thing to do would be to render wav files from a DAW like Reaper or similar using the VST version.