Full maneuver margin is a speed which allows you to pull a certain amount of G without stalling. In the case of the 737 NG the amber "hockey stick" on the speed tape represents a 0.3 g maneuver margin (i.e. 1.3 g load factor) which is what you would experience in a 40 deg bank level turn. Since you won't deliberatly exceed 30 deg bank in a transport aircraft this provides some allowance for error.
The second part of your question refers to the primary rudder trim technique in the B737 NG FCTM. In general you would trim the rudder in order to eliminate slip and thus minimise drag. However this is a simple trimming technique which may not be perfectly accurate. It could leave you with a slight slip condition, (either way)
If you want greater accuracy of trimming, read the next paragraph about the alternate rudder trim technique.