You must play the latest version, namely v.0.7.3.3.
1. You have to look for the missing girl on levels 3, 8, 13, and 15. It will unlock Annie's Expedition.
2. Magma quest? You have to play it on v.0.7.3.3 not the old one. Because in the latest version the arrow button steps are removed.
3. It's just a placeholder. Later, LAGS said there will be a small update for the images which were previously just text. And added another enemy, namely the snowbeast, to Annie's expedition.