I hate to say it but in my opinion, there is a big issue with your purchase of this mill. It seems they got the delivery address wrong.
Anyhow, we have about a year and 1500 parts on our Mini Mill. Let me know if there's any questions you have on tooling or procedures or programming or anything you need help with. I've pretty much got my setup all figured out.
One thing I'll say upfront is I recommend Trim brand coolant. I've had Trim C350 in the machine since new and I've been happy with it. I run a cheapo fountain pump in it to circulate it all the time.
Also, for endmills, Lakeshore Carbide has some nice 3-flute ones and for holders, Maritool is where I'd go.