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No, 0.40 is still being beta tested through lofigames.com's testing forums, they are currently working out as many bugs as they can for it, the update will be released here when they are finished, just be patient and check back everyonce and a while.
Buying on the website doesnt mean you have instant access to launching it through Desura or Steam (when that comes out) but like Steam you should be able to link the game to your account so you can start it up through Desura, as to how you do that I don't know, but I am sure it has been talked about in the Desura support forums.
There is a block button on your character's action/movement controls (bottom right cornor) click that, that makes them go on defensive, clicking it again makes them offensive again. as for the hairstyle, as far as I know, you can only customise a character when they are being created, might change later on though.
you must remember this game is in early alpha, there are going to be a lot of bugs and problems, if you report a problem correctly with all possible information given, it will be solved as soon as Captain is able.
As I'v posted bellow for another question, you can go to the main website (lofigames.com, which is posted above next to the video on the official page label) and look at the forums to double check this, but as far as I know Captain has no current plans on making a mac compatible version.
You might find the awnser to your question in the Desura support section, I'm sure there is a way to link the game to desura like you can on steam.
Captain is putting the download to the 0.39 beta on the testers forum, as he mentioned in the "0.40 Release date" article above.
Captain explains all of those questions on his site, so you can double check me there in case i'm wrong (which sometimes I am). there will be ranged combat elements later on, this game is still in very early development after all, as for the era of history, Captain doesnt specify where or when the game is set in.