If this is your first ever UTAU cover, it'll probably be much easier to start by covering a song that already has a premade UST. This allows you to focus on aspects like tuning, mixing, and how to work with UST files in general. People don't usually try to make USTs from scratch until they have some experience, whether it's UTAU specific or from using music software in general.
At the top, there is a label that says "MIDI" and three buttons next to it. If you click on the third button (which looks like a speaker), it turns on MIDI OUT, which means that you can hear the pitch of a note if you click on the piano along the left side. This may help you, so that you don't have to guess by putting notes in and playing them.
My personal workflow for creating my own USTs is actually mostly outside of UTAU. I use a DAW to import the audio of a song, and then on another track I create a midi that copies all the notes of the melody. It's a lot easier, since I can hear my notes on top of the song and tell if it's matching up or not. Then I export the midi track and import it to UTAU, so that I can work on lyrics and tuning without worrying about the note pitches or timing.
This UST maker does it in the same way.
Unfortunately, FL studio costs quite a lot of money, which is overkill for a beginner to computer based music creation. While you can use the demo version, you'll be better off using free or cheap software, so that you can actually save your projects and reopen them. In fact, I usually use the exact same project file for mixing the cover once I finish rendering all the vocals. Here are some DAWs from my songwriting resource.
Zynewave Podium Free:
http://zynewave.com/podium-free/
Tracktion T5:
http://www.tracktion.com/
Reaper:
http://www.reaper.fm/ (Similar to Winrar, you're meant to pay for it, but it allows you to continue using it after the trial period.)
LMMS:
https://lmms.io/ (Good for writing music, but I often have trouble with audio tracks, so maybe not for USTs?)