The coverage tool is only available in either "Run" or "Coverage" launch modes, there shouldn't be any additional setup 
required. If you're using the edit button in the launch bar then you'll need to make sure that you have the mode drop 
down set to "Coverage". If you're editing using the Run menu then you'll have to use "Run > Run configurations...". Let 
me know if that fixes the issue you're seeing.

As for the import dialog, does clicking finish hang the IDE or does it just do nothing? It could be a known issue where 
selecting certain versions of GCC cause an exception. In this case the wizard finish button will appear to do nothing 
and is not closeable unless you click cancel or go back and select a different version of GCC. If you could tell me what
 version of GCC is selected under the Data File Location page in the wizard and upload the IDE log file (located in the 
<workspace root>/.metadata/ folder) then that could help pinpoint what's going on.