1. What specific error are you experiencing while downloading the evaluation software? You can find the installer in this link USB 3.0 Quad-Channel IEPE Vibration Sensor Measurement System [Analog Devices Wiki], in the installation guide section.
2. Closed loop control in sinusoidal signals is one of the features of both hardware and software. You may follow the setup instructions on the Wiki Page under the Hardware Setup and How to Use the Program section.
USB 3.0 Quad-Channel IEPE Vibration Sensor Measurement System [Analog Devices Wiki]
3. If you purchase the hardware, you can download and use the evaluation software, but the SW-CN0582-API is sold separately. Kindly refer to the product page of the CN0582 for the pricing information.
CN0582 Circuit Note | Analog Devices