I just download the plugin, and tried to create my first newsletter. When I’m going on “new newsletter” and chose a template, the only template I can edit and custom is “XMAS-2014”. With the other templates, the preview box on the right is showing me – instead of a newsletter preview – my own website with my admin wordpress options (I can add a page, article etc.. on my website from this preview!) with the message “The page you are looking for is not found. The page you are looking for does not exist. It may have been moved, or removed altogether. Perhaps you can return back to the site’s homepage and see if you can find what you are looking for.” When I click on “proceed to edit” It goes on my website and shows me a page with this same message.
You probably have file system permissions problems or the installation of the plugin is faulty. Try to reinstall it and to fix the file permissions (hosting provider usually have a function to do it on control panel).