Hi,
I noticed in games I played with a few people that they have the full macro display to denote the turn difference and who has initiative and such (which I don't have when I LAN connect with my friends). Is there something to download for it or do I have to config something in the program?

It's built in... All you do is double-click on the person's name in their tray. Or you can right click and choose "Set Active Player"

Ahh, so the host can only do this then, I assume.

Gotcha

No, either player can do it.