After run oil (aro) goes in the glow plug hole and carb. As for the fail safe, I'm not too sure. I know it goes in line with your throttle servo, but your instructions should explain how to set it.
My OFNA failsafe says to plug it inline with the throttle servo, turn everything on, set the trigger on the remote to where I want it to go when the failsafe kicks in, push and hold the button for a few seconds, the light blinks or something, then it's done. To test it, shut off the transmitter and the throttle servo should go where you had it when you pushed the button.
As for ARO, I just put about 6-10 drops (6 for my 18, 10 for my 21's) in the glowplug hole, cover the head with a paper towel (glow plug still out), rip on the cord a few times to get the oil around in the engine, put the piston at BDC (bottom dead center), and put the glow plug back in.