The Key Column is the primary key column in your table. In this case the UserID column. the unique column is the column that should be checked for a unique value, in this case the user_email column
in most cases the validation behavior is added to the same page that the form is on, so the redirect can be left blank. To show validation errors, Create the error in design view, then select it. next go to Web Assist -> Forms -> Validation -> Validation Show If. In the validation show if behavior, select the validation that should trigger the error.
for the error, it sounds like you may have some conflicting extensions installed, see this thread for some install tips to prevent extension conflicts: