It does remember players from week to week. BUT, the player list gets cleared whenever the receiver reboots so since we have been getting nearly weekly updates it seems to get cleared each week.
As for entering, you go to 795. As mentioned you may need to wait 15 seconds or so but you will see a popup saying to press the red button to enter player tracker. Once it starts up it's all self-explanatory on what buttons to push (green to add players, yellow to see the list, blue to set the preferences).
And be sure to SAVE once you get all your players entered.