DIVA-GIS

i'm new to gis programs and as an assignment i was told to evaluate diva gis, i know i'm useless to help here but i noticed i can't put the legend in the diva design tab. as it says in the manual, i had the window to select wich labels should go in the legend but after that only one of the labels goes as legend. this is from the tutorial data, i can only show the main roads as legend.

Also how can i get the climate data, i can't access to the links on this page.

Thanks for help