The site commands don't work. What can be wrong?

Make sure you entered the path to your RaidenFTPD.exe at general settings.

I just executed the newday feature for the first time; everything is set up and the today-link works but when trying to access the yesterday-link an error "permission denied" occurs. Why?

After the first execution of newday.exe only the daily directory of today's date is created, so the yesterday-link points to a not-existing directory. Just wait a day then it exists (today's dir tomorrow is yesterday's dir).