I have (ironically) a super-newbie confusion

I have a question that may seem super-obvious. I just downloaded a theme "Vidhio" yet am unsure how to upload content to fit what the theme shows.

As in, the theme shows a big video player with other videos below it, for a video publishing site; yet I don't see * where * to put those videos to create the theme effect.

It's actually similar (for me) to looking at the twenty-fourteen theme or anything. Yes, the content is shown, potentially, in whatever visual format, yet i'm unsure how to get the normal posts and pages into the way it looks.

It's like ... I download a theme to check it out; but haven't figured out how the content fits into the theme properly. All I see are the same 'Posts' and 'Pages' backend.

Am I missing something entirely obvious?