A 1. If WinGX is installed into a directory which does not have an initialisation file "wingx.ini", then the installation starts the automatic build of a default INI file. This procedure looks to see whether the plugin programs are already installed on your PC. Sometimes this procedure fails and the installation hangs up.
In this case, simply close down WinGX, go to the installation directory (actually the directory pointed to by the environment variable WINGXDIR - by default c:\wingx) and place an empty file called "wingx.ini" in that directory. The program defaults will then be written to this file when the program exits. You will need to set the plugin programs manually, using the menu item File-System-Applications.
A 2. Possibly the full path name for your data files are causing a problem. The path name should NOT include any non-ASCII (non-standard European) characters, and it is recommended that path names with embedded blanks like "c:\my data" are also not used. Try moving the file to a directory called "c:\data" and see if WinGX now works. If it does, then the path name is the problem.
A 3. The SHELX programs are no longer distributed with WinGX. You must obtain a license for SHELX from George Sheldrick. Please read the message.
A 4. Just copy SHELXL.EXE (and the other SHELX programs SHELXS.EXE, SHELXD.EXE, SHELXA.EXE) to the binaries directory of WinGX (by default "c:\wingx\bin") and the programs should work. If you want to use the huge version of SHELXL called SHELXH.EXE, just rename it as SHELXL.EXE and do as above.
A 5. The program has not been installed properly - the directory pointed to by the entry SystemFilesDirectory in WINGX.INI is incorrect. Please check this carefully and if necessary re-install with the latest version from the web-site.
A 6. Nothing. The new version of WinGX will build a new WINGX.INI file if it does not find one. This auto build is not completely foolproof though. See Q1 above for further details.