If you do not have the Mod Loader installed, you can download it from here.
One click install doesn't work if you've installed the Mod Loader without administrator permissions.
You can fix one click install by launching the Mod Loader as an administrator and hitting the "Reapply" button in the settings.
You can set the colour in the mod settings page where you load the mod and also change the lifetime of the smoke (default 5)
No not really, only the client with see their own smoke.
I may do this in the future.