You can add additional content to the project only if the project has been saved in its proprietary file format. You can't modify an exported project. You have to use File > Open to open the project, then you can add movies, pictures, music, etc. This is the way all these apps of this kind work.
This is the only possible way of adding additional content into your project. Alternatively, you'll have to start again, but this time make sure you save the project in its native file format.