When you are trying to bring a video file into your Windows Movie Maker project after it is already on a storage device you will start by going to File in the upper task bar and selecting Import into Collections. From here, you will be given a file search box, but at the very bottom will be a check box that says “Create clips for video files” to the right.
If you select this, then Windows Movie Maker will separate the raw footage into a number of smaller clips when putting it into Collections. If you do not check this box it will be imported into Windows Movie Maker as one large video clip containing all of the footage.