Both these changes can be easily integrated in the popup page (Explorer.aspx in the example you pointed). I am sending you the updated page so you can see the changes:
2. The FileExplorer gives you access to the RadUpload control inside via its Upload property. You can use it in the Page_Load event to check if an upload was attempted (postback) but no files were selected. In this case again you can output some client script that will alert the user once the page is loaded.
the Telerik team