RE: programming the ESC?
Not sure about that one but every one I have ever messed with needs to be programmed, at the very least you want to make sure the high and low stick positions are correct or it may spool up as soon as you power it on even with the stick at the bottom, depending on what body parts are in the way this may be a bad thing. Also most ESC's need the throttle channel reversed when using a Futaba radio.
Just follow the directions and you should be ok.