When adding a video to a film entry (for example a trailer), instead of adding the video's URL you add what they call a video key. For Youtube this is in the URL, so it's easy to find, but to find it for Vimeo you have to:
<iframe src="https://player.vimeo.com/video/158111029" width="640" height="480" frameborder="0" allow="autoplay; fullscreen" allowfullscreen></iframe> <p><a href="https://vimeo.com/158111029">BLACK MAN'S HOUSES</a> from <a href="https://vimeo.com/roninfilmsaustralia">Ronin Films</a> on <a href="https://vimeo.com">Vimeo</a>.</p>
To create a collection you have to create an empty movie entry with the name you want, a description, and nothing else, then convert that to a collection via the 'Primary Facts' page.
The only way to remove an item from a collection is to ask a moderator.
When I first made a colelction there seemed t obe a whole bunch of films in there, but once I'd added one they dissapeared.