Kindles are made so that you never need to plug it into your computer. You can, but you don't have to. The cloud provides your backup automatically. Because the Fire doesn't need to connect to a computer, it doesn't come with the cable to connect it to your computer (USB to mini USB). It only comes with a charger.
If you want to put movies on it using your computer, you need to purchase or find a mini USB to USB cable. It costs $10 to order from
Amazon, or if you have an old style Kindle they came with one. You might have a cell phone cable that will work.
Once you have the cable, plug the Fire into your computer and slide the Fire screen to unlock it. I downloaded software (DVD Catalyst 4) so we could copy our DVDs onto the computer then copy them over to the Fire. It was very easy to use. Once you do this the movies are saved on the Fire and you don't need internet to view them. I put 3 movies on mine so my kids could watch them on a plane trip. Anything you transfer like this will NOT be saved on the cloud.
If you have movies on iTunes they can be converted, but I don't know how. You can do some online searched for what you'd need to do.
The cloud stores anything you purchase from Amazon and you use wi-fi to access it. If you buy a song, book, or movie from Amazon it's saved in the cloud. For example, I have over 200 books in the cloud. I can view the cloud on the kindle anytime I have wi-fi and download a copy of what I want to read.
Once you download a copy from the cloud the item is stored on the Fire and you use it even when you don't have wi-fi access. You can remove it and then re-download from the cloud later if you want. So, if I'm in place with no wi-fi, like on an airplane, I can read anything I've downloaded but will not be able to use the cloud to get my other books until I have wi-fi available.
If you have more than one Kindle device on the same account, they can all download copies of what's in the cloud (movies, books, songs, apps). We have 2 Fires, 2 3G Kindles and 3 smartphones with kindle apps that all share an account. We can all view the same cloud and all download what's in there, although only Fires can download the apps and movies.
Amazon streaming is very much like netflix. You view the movies by streaming using wi-fi, the video is never actually stored on the Fire. I had a netflix account already so I just put the netflix app on the Fire and watch using that.
The app store does have Disney apps, like Where's my Perry. They also offer a free app each day that would normally cost money to buy.
All that sounds complicated, but it's actually very easy to use.