Imagine being the speaker saying these things to someone else, and let's look at some of them in turn:
May I come in?
This means you're asking for permission to enter someone's room or office. If the answer is "yes", then presumably you're going to enter that room/office. So you're asking the question in the present, and the corresponding action would occur in the near future. It's not like you're asking to come in tomorrow or in three hours, but there's still a sequence of events: ask (present), wait for an answer, act on the answer (future).
What would you like to have?
Among other things, this is a common way for a waiter at a restaurant to take your order, so it's equivalent to "what would you like to order". After you hear that question, perhaps you'll think about it, or ask the waiter some questions about the menu, or maybe even tell them if you already know what you want. Then you're going to wait until the food is prepared, and once it's ready, your waiter is going to bring it to you.
Again, this is talking about the near future. You don't expect to wait for hours and hours at the restaurant to get what you ordered, but some time will elapse between when you get the question and when your food shows up.
You must do it now.
From your point of view, the "present" is the time when you're telling the other person to do the thing. It's clear that you want that thing to happen in the very near future, but it's still the future.
The thing to remember is that the present - the "now" - is always moving. My present at the beginning of writing this answer is different from the present as I'm writing this sentence. In general, if one event follows another event, they can't both be in the present, because some amount of time needs to pass between the two - even if it's a small amount of time. In your examples, the speaker says something (first event) and then something happens as a result (second event). What's common to all the examples is that the desired outcome is in the near future, as opposed to the indefinite future (e.g. someday).
