I'd say give Salton a call.
They can usually either walk you through a download (if you have to download it a certain way, I mean), or they can probably send you out a physical copy of the manual (and manuals are usually free!).
Their phone number (according to their website, www.saltoninc.com ) is 954.883.1000
(it doesn't look like they have a toll-free number, sorry : /)
Those units are thermally protected against over heating and yes it will overheat and the device will shut it down. However it may be a thermal fuse and need to be replaced if it opens. Then you need to ask if you want your home protected by a 99 cent part or if you want to keep an eye on it so it wont overheat.
Did it not come with a user manual? Sugar goes in the top next to the juice chamber. There should be a flip up lid sort of like on a coffee maker. Btw, I found a user manual online in less than thirty seconds so if you find that you need one then it should be really easy to get. I wouldn't be surprised if there are dozens of videos that teach you how to pour sugar into this machine.
I would suggest that the standby light is there to let you know that the unit is ready and waiting for you to set it and for use. Much like any appliance such as TV,s etc have standby lights. Any appliance with a standby light use a small amount of power. When not in use, its recommended to turn it off at the power point to save a bit of power.