No extra installation was required to run Modelio for me either (except for Modelio itself of course).
Are you sure the "UML Model Navigator" tab didn't appear somewhere but maybe didn't get focus (it could be "behind" another tab)?
Could you provide a screenshot of the state of Modelio after the creation of the project? This could help finding out how to help you.
Note: use an external source for the screenshot, like
imageshack.us/, cause the upload of files doesn't seem to work on the forum... :$