You tighten the nut, the lever only tightens by the cam action. The QR should be tight enough to leave a slight impresion on your palm when you press the lever to closed. With the lever open, tighten the nut by hand till it is less than snug, not tight at all. at this point you should not be able to flip the lever much, if at all. back the nut off one full turn and try the lever, keep backing off half a turn or so untill the lever starts to tighten at about the ten oclock position (think of the lever moving from open at six oclock to closed at twelve oclock) and is good and SNUG when fully closed. if you have to pull like hell to open it, it was too tight.

on the air/pump problem, I bet you did not open the presta valve before attaching the pump, you have to unscrew the little knureled end sticking out of the valve.

Happy learnning