I'm also learning Fluent, so I don't know everything, but I am good at guessing. I see a Material Name on the lower left side of that dialog box with an Edit... button next to it.  Does that let you define a conductivity?

I believe you can set the initial temperature on the cold solid and the cold air in the box in the Solution Initialization panel.

On one of the five faces, did you make a very small imprinted face to have a pressure outlet?