Switching axis is done in Mach, on my screen I have buttons on the front page. I  also have real buttons on my panel to do it. You can however just press the Tab key and on the flyout you can change between axis.
 I have 100 pulses per rev and they work very well but if you are planning to use for actual machining rather than just positioning as I do then you probably want 500 or more.
Hood