Hi, please refer to http://haxeflixel.com/documentation/install-development-flixel/
Flixel currently doesn't support the latest OpenFL, but progress is being done towards that
You can enable new OpenFL/lime versions by using a compiler command, however, isn't supported and bugs might appear. You can read more about different versions here
Personally, I've been using legacy for quite some time now and is superb. It won't stop you from creating a good game. Can't wait for the next version to come up tho!