I cant access the user directory
Firstly, have you installed and activated the plugin? See the installation instructions for details.
Secondly, if the plugin is being reported as active, did you add a link to the members.php file? The link needs to be in your active theme - under the "Views" section would be a good location.
Can I change the pagination links?
Yes and no. In version 0.4 all you can do is change the styling of the that the links live in. Look for a with an ID of pagination. In a later version there will be more options in the admin area to control pagination.