The catalog is essentially your content gateway. Every storefront has a catalog where your content is purchasable by your customers.
There are a few ways to customize your catalog, you can have featured content, a library for customers to see what they've purchased, and of course the content itself which can be organized in a few different ways.
Now how does content appear here? Simply upload a video, assign the video a category, then publish the video. That's it!
Of course, there's a lot more to organizing your content so have a look at Categories and Collections.