Trainer Left to Right give or motion maybe stuck, Chain falling off

Hey Everyone,

Good day to you. I just bought this trainer and I am a rookie at this stuff even bike maintenance. I am trying to get this thing set up and struggling.

First, the unit when I try to shake it a little  doesn't do that left to right motion as shown here.

I haven't been able to get on the bike yet because my chain keeps falling off the small cog and won't go up to the largest cog. Should I get another cassett or do what this article says to do?

Thank  you for any help you can give.