Quote: "Why the sounds of the steps are the same even if the character is walking on different materials? I tried to change the "material index", but the result does not change. "
Simply because none of the other sounds are done and objects ignore material index until the system is setup.
Quote: "Why does the character walks on water? (is jesus christ?) "
Wait until V1.007 it should change then, for now it is because water physics have not been coded.
Quote: "Why are not there bullet holes?"
Just hasn't been added yet as the weapon code is still being written.
It is beta and everything you mentioned just has been marked off the list yet.
Windows 7 Pro, Intel i7 3.8 GHz, 16GB DDR3, NVIDIA GTX 780 4GB Superclocked