GPS has to sit still before the first flight or Loiter is a mess. I used GPS/Compass for the modules and the Mission Planner checks. After a 3D fix the rest of the setup is normal.
Where do you get Plane firmware for a wing so Mission Planner matches it? I used Loading Firmware and then Install Firmware in Mission Planner. Copter hex on a plane is a waste of an afternoon.
For Mission Planner on Windows this is the install path I used. The short guide is here: Installing Mission Planner. After that, Connect over USB and load Copter or Plane firmware.