That looks like an issue with your member server. There should definitely be the web interface available at (https://)/umc. There you would find the setup and images modules. Installing and using UCC on a memberserver would be my recommended option as well.
Yes, now your master would serve as an image host. I think this is not what you want for your scenario.
We should identify and fix the issue why there seems to be no Univention Management Console webinterface on your memberserver
Yes, this is the intended behavior. The Live-boot without any changes to the UCC thinclient image is intended to get a quick impression if the client hardware is supported. You could modify the thinclient image on the UCS server before starting the client. However, I am not sure this is what you want to do if you want a real test. A UCC client can only read and apply policies if it is joined into the UCS domain, which requires a real rollout, and not the live-boot.