So I want to make a video

So I'm thinking of making a fan video (before you say anything, I know how obsessed I am or am not )

but here's the problem i'm running into, i don't know how to put in video clips that aren't saved to my computer. so right now, i'm only using pictures, but i wanted to use some video clips from the anime for the video. does anyone know how you can do this?

thanks for any help!