I installed the extension but no banners are shown

Make sure, that you included jQuery to your website and also make sure, that jQuery is included at the top of all other JavaScript libraries.

If banners still do not get displayed and you use TYPO3 9.5 and the PageType Route Enhancer, make sure that you configured a mapping - see Routing

Can I use my own templates?

Yes, this is possible since the extension is made with Extbase and Fluid. You can configure template settings by TypoScript