well not all of it. emu-movies is the goto place for video snaps in my opinion. so when you scrape, you send along information like "platform" playstation 2 for instance. it will ask the server if it has such a video (or any other media) it will return with what you asked for if it has any. so to come back to GTA, yes playstation has that video. if windows does not it will not give you the playstation video because a. that was not what you asked for and b. the video would look different because it's on windows and not on ps2.
as to add video and images to your games, when you right click on the game you want to add media too and click properties a window will appear showing you a various info about the game including a video path. move your video to the corresponding video folder of that platform and from the properties windows point to that video. images are even easier just drop the image in the picture box located in the properties window and change the "class" of the image by right clicking on the the image you just dropped in, and class it as "clear logo" or game - screen shot or box art..
I'm doing this from the top of my head so .. I hope it sticks.