Look, it is quite unnecessary to "calibrate" an axis in the way you describe. All you need to know is the screw pitch, any gearing between the motor and the screw, the motor steps/rev, and any microstepping ratio set in the driver. Then there's a simple formula in the M3 manual for calculating the steps/unit that you type into the appropriate config box. Unless your leadscrew is basically inaccurate that will give you a number as accurate or more accurate than a calibration. If you give us these numbers for your machine we can show you how.

Many G codes are "modal", that is once you execute one the machine stays in that mode until switched out of it. G0 and G1 are such modes. This is useful as for example you can profile cut with a G1 X Y then carry on just by giving a string of Xs and Ys (on new lines) for the rest of the cut. It seems like on install the MDI is in G1 mode and set to a low feed rate - I think 6 mm/min. This makes sense as it means that random coordinates typed in aren't going to make the machine head for the hills. If you type in G0 though it will set the machine to rapid moves so then subsequent coordinates will cause moves at the rapid rate just like a G0 in a program. However using G1 mode is a bit more controlled, but to use it you just need to set a sensible feedrate, and as you've discovered 6mm/min isn't! To set a sensible feed rate just type in say F60 <return> and the feedrate box should show this number and now the axis will move 10x faster - but type in a G1 as well just to make sure it's in the right mode.

In general YouTube videos are no substitute for documentation. The M3 manual (you do have a copy?) is pretty good.