Collections are the base organizing folder for you to keep your video clips in for use in Windows Movie Maker. These are similar to bins in more advanced non-linear video editing software where common video clips are collected together for reference and use.
Windows Movie Maker gives you a number of control options for dealing with your Collections.
If you want to get rid of an entire Collection, or just a single clip, select them, and go to the Edit option from the task bar. Just go and select Delete, which is the correct alternative to using Backspace. The Edit menu is where you will also find to option you will use to Copy or Cut clips.
New and Names
If you want to build a completely new Collection, then start by going to Tools in the upper task bar. Select New Collections Folder and then give the new Collection a proper name.
If you want to rename that Collection just select the Collection folder, go to Edit in the upper task bar, and then go down to Rename.
If you want to organize the display of the clips in the Collection, you can choose to do this according to a few different options. Select the Collection you want to organize and then go to View in the task bar.
Go down to Arrange Icons By, and then select the appropriate choice for you though Name is usually the one that should be used.
You are going to need to view each clip in a way that allows you to know some information about it before trying to work with it. You can make a few choices about what exact kind of information you would like.
If you go to View in the task bar, you can go down until you see the words Thumbnail and Details right on top of each other. There will be a black dot to the left of one of these, which will likely be Thumbnail. If you select one of these, the black dot will transfer to that one. If you select Thumbnail then each clip in the collection will appear as a small picture from that video. If you select Details, they will be in a top down list with information about the clip like its name, duration, and creation date.