We'll be patient, one thing you can count on from ECF is help . . . with my question, I didn't want to start several steps beyond what you have experience in.
Given that you've done coiling, I'm going to assume that making a coil and mounting it on the deck is something you've done, so I'm going to start at the wicking and Aqua single coil setup.
Yes, there are screws that came in the plastic bag that are used to plug the air hole that has no coil (presuming you're going to start with single coils). You'll also need to cram the two juice channels with cotton on that unused side, otherwise you'll get leaking through the air hole.
For wicking, I've seen two approaches: The "standard" way is to thread your cotton through the already mounted coil, trim the tails to where they'll lay down in the juice channels. I use Rayon instead of cotton, and my tails are thinned down from the full coil diameter about 50%, the remaining tails in the channels. I've also seen folks who lop the tails off and leave a full thickness wick right at the top of the channels, and they're getting good wicking with no leaks. The thing to be sure you don't do is leave the channel to air hole "open" to where juice can flow to the airhole without hitting the wick.
By the way, since you just got it, have you cleaned it well? Those things are notorious for having machine oil residue in the nooks and crannies. If you haven't, boil up some water, disassemble the Aqua, put it in a thermos/insulated mug, put in the water, and let it soak in that water for a couple hours. I did this twice with mine, and it cleaned them pretty good.