As I clicked 0, I kept getting instructions to taxi to runway and hold repeatedly. I was never auhorized to taxi to the runway and hold or take off. Please advise?
When tuned to Tower, hotkey 0 requests taxi to runway, as you have done. When you reach the holding point, you will press 6 to request takeoff clearance from Tower. Again this is unusual because your departure airport has no Ground frequency. Things will be much simpler when you depart from an airport that has Clearance, Ground, and Tower (like KORD and many others). Remember that once you take off you should not need to tune Departure manually.
In the PF3 Display utility, the section "Commands available for the COM frequency currently active" should show a summary of the key commands for the current frequency. If you are tuned to Tower, 0 will be used to request taxi to runway and 6 to request takeoff clearance (these are usually only necessary when there is no Ground frequency, as in this case).