Sorry about that, the path needed to be to nvim.exe not just the neovim folder (I assume permission was denied on trying to execute a folder). I just added a check for this in latest master, so it will guess PATH/nvim.exe and PATH/bin/nvim.exe on windows.
As far as plugin settings, I said this in the main readme but not here - there’s a menu item and command palette option for opening the ActualVim user settings, and it will fill in the defaults if the settings didn’t exist yet.