Hello Fabiano,
Please try to follow our tutorial to setup the theme with data sample of the theme: http://www.venustheme.com/how-to-install-sample-data-after-magento-installation-a-video-guide/
Other extensions, please try to install all extensions of the theme and try to re settting the permission roles “administrator” in your site to can view the extension configuration page in admin (it just have problem when you setup extension via upload FTP- the admin permission roles was not update).
Let me know if you want us help you config the theme and extension.