Hi sstefanov and welcome to VWG and the forums,
You are obviously on the right track, as you have found out how to deploy SilverLight application in the deployment tab. That is the way it is done in current VWG version, with no specific SilverLight application project templates. You can find more info on the deployment procedures here.
Regarding your second problem, then think the following:
a) If you have SilverLight 2 components on your PC (SDK, Runtime etc.) you will need to uninstall those and then install SilverLight 3 beta components (as per this thread here).
b) If you have installed VisualWebGUI SDK before you updated or installed SilverLight components, you should uninstall VWG and install it again.
Palli