How can I prevent anyone from moving my objects in an HMI screen?

From the shape properties dialog, go to the Protection tab and select the options to protect the X Position and Y Position.
When I create a grouped object, my Mouse Click animation for an object that is not at the front does not work. What am I doing wrong?
Your top shape must pass through the mouse event.
Select all the shapes that are on the top of the shape with the mouse event and then go to the protection tab in the properties dialog to enable the Mouse Pass-Through option on those shapes to pass through mouse events.