Did you read the installation manual? There are several manual steps that you must complete.
You also need to disable "Auto Screen Enlarge", and restart Mach3.
You need to enable the Brains with Operator > Brain Control.
If the bitmaps are not all displayed, you may have installed the screenset into the wrong location?
Also, make sure that your version of Mach3 is at least 3.042.020 or newer.