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.
A Featured Category will be displayed at the top of your page as a slider (if you set a category as a Featured Category):
Below the Featured Category, you can see the Filters section where you can add specific Custom Filters for your type of site:
Below the Filters, all of the other categories, where you have videos published, will be displayed in rows (that you can organize in your preferred order):
Now, how does content appear here? Simply upload a video, assign a category to a video, and 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.