OK so there’s a lot happening here.
Your first issue: why can’t you do anything with anything? It’s because the document is on 2 layers and they are both locked. Open the layers dialog and unlock them and you’re in business, halfway at least.
Second issue: the greeble. The greeble is actually a path with a pattern in it. As far as I know, the GF won’t engrave patterns. You’ll need to export that bit as a png. (select the greeble shape, copy, paste, move away from stuff, export as png selection only at your desired resolution). Then reimport your png and place it correctly on your cut paths, and group them. IBH I haven’t ever tried to group things on multiple layers so you might need to unify that, I don’t know. @rbtdanforth probably knows.
Lastly, the greeble pattern isn’t very well executed (imo) and is quite low resolution (fact), so you might want to consider designing your own greeble altogether or finding a soure for some vector greeble that you like.