1 - You can move bodies around by hovering over a planet or moon and holding down the M key. (I'm getting ready to do a UI overhaul that will make this more obvious and not require the use of the keyboard)
2 - Right click to open the control panel, and find black hole in the presets list on the right, then close the control panel, and press F to create it.
3 - Right click on the Sun, and then under Sun properties you can change the mass and radius of the Sun.
Be sure to run through "Learn the Basics" from the main menu and then check out "Fun Things to Do" it goes though many of the features found in Universe Sandbox.
Let me know if you have any more questions and thanks for checking it out.