Hi,
You essentially have a new system with MSM partially installed on the PC. I suspect you have run the installer, but not done the steps to make a Mach profile which starts and runs MSM.
Please go to C:\Mach3\Documentation\MachStdMill and open the MachStdMIll README.pdf file. Follow the instructions there to make a cone of your stock Mach profile and then set the cloned profile to use MSM.
Dave