Yes, via the "Zia3-JS-CSS" input fields on the plugin's settings page.
Yes. This is the main strengh of the plugin.
You either have no files in the selected CSS/JS directories you set up using the Zia3 CSS JS options page or the directory doesn't exist or you don't have access to it. The configuration page displays both the file path on the server and the URl as a link to the configured CSS/JS directory. You can use the link to check if you can access the directory. Also make sure you have the correct permissions for your CSS/JS directories and that access isn't also blocked via .htaccess file configuration.