First, standard for most Windows programs, [F1] brings up a help file (also available from the top menu). I'd suggest your having a look at the sections 'Introduction' and 'Quick start' -- exact titles may vary with program version which you have not specified.
Assuming the video files are on your computer hard drive you simply drag them from either a Windows Explorer window, or the Magix Media Pool, to the editing time line. MP4 files require a special codec which comes with the higher level versions eg 'Premium' but may have to be purchased ($10?) for the standard edition.