There are 2 models of strobes for the MX-10. The older YS-40 does not have a built in diffuser and does not have an auto mode, the YS-40A has both. Its a good idea to use the add on diffuser on the YS-40. If it has an "auto" mode it's an A model.
I used a MX-10 for a lot of years. I found that Kodak film to produced more accurate colors but Fuji film had bolder, more vivid color. I tended to like Fuji better. The MX-10 will handle both 100 and 400 speed film. IMO 100 gives better results. The only thing that changes when you swap between 100 and 400 is the calibration of the internal light meter. If you look in the view finder and press HALF way down on the shutter release you will see lights indicating if the F-stop is correct for the film speed selected....to be honest I am having a senior moment and forget how many lights there are in the MX-10....I will check when I get home. If your using the strobe, it does not matter anyway.
Do you have to chart on the strobe indicating the correct F-stop to distance?? It should be stuck to the top of the strobe but it came loose and lots of people did not attach it to the strobe. If not I can get you a copy of it.
When choosing Fstops, do NOT use the ones with the lighting bolt on them....at least underwater, they are fine above water. The difference is the camera will fire both the internal flash AND the strobe with the lighting bolt on, it only fires the strobe with the F-stops that do not have the lighting bolt. If you allow both to fire it will cause the shot to contain a lot more backscatter....looks like square snow flakes all over the photo. You can play with this above water with no film in the camera.
The macro lens is a complete unit. It attaches to the camera via a bayonet connection. If you look at the camera carefully you will see 2 notches on each side of the lens. The macro lens, as do all the other MX-10 lens, have tabs on them than fit in these notches and then is turned 45 deg. The macro lens folds out so make sure it's unfolded before use.
I would also suggest you try to find a copy of a book called "The New Guide to Sea and Sea" (or something close to that, my copy is at home), either on line or maybe a library near by has one. It is very very good at explaining everything you want to know about the MX-10, YS-40 and lenses. For $100 I will sell you my copy....and throw in a MX-10/Stobe and 2 lenses for free.
A long time back I posted a bunch of stuff on the MX-10. Do a search and you can likely find it. Be happy to PM with specific questions if you like.