Let's start with the health bar:
By default the
scorebar-bg file doesn't have a health bar. It's just the border. Additionally
scorebar-colour is just a transparent image. This is why you've got no health bar.
However, the skinner has included a few
extras folders. In the
scorebar folder is another version of
scorebar-bg but with a health bar background. But there's a problem, the skinner hasn't included the
scorebar-colour to go with the background. So you can't have a working health bar.
Now onto the cursor trail:
Again, by default the
cursortrail file is a transparent image which is why you can't see one.
There is an extras
cursor folder but you've only got two choices of a cursor trail. But another problem is that they haven't been named correctly. So to fix this choose one of the cursor trails you want and rename it to EITHER
cursortrail@2x or
cursortrail. (Use the latter if you're using an SD resolution.) Once you've renamed it copy the file and paste it in the main folder.
Edit: osu! won't use the elements in the sub-folders which is why you've got to move the ones you want the game to use to the main folder.
Conclusion:
If I were you I wouldn't bother with this skin and I'd seriously recommend you find another skin. The skin folder is just a mess, it's not been organised properly, most elements in the extras folders aren't even named properly and if you want a working health bar you'll have to take one from another skin. I don't think it would be worth the hassel for you to get this skin working properly.
Why not check out the many skins on the forums? There are a number of original skins that are much better than this.
Here, use one of the following links and take a look:
Completed Skins - Anime
Completed Skins - Minimalistic & Flat
Completed Skins - Other
Completed Skins - Eyecandy
Completed Skins - Video Games
I hope this covers everything, I know you're new to skinning so I may have went into too much detail or haven't made something clear.