Might pay to take a look at the Help File or Download the manual ( pdf).....
...but....basically: import the captured files into the Project Window then into the Source WIndow then........
Can someone explain this program to me?
If you need to ask that question, you're not ready to use it.
I personally recommend a formal education in video production first, and then some time as an intern or employee of a post house, before attempting to use software at this level.
For those who don't wish to invest the time, there are plenty of consumer programs out there.