you have to upload the video clip on youtube first or other video clip sites. :)

Yes, a video clip can be copied to a CD, but you have to have the video clip on your hard drive. It cannot be on the internet.

a video clip is a camera that records stuff

A video effect is a visual effect that is placed on a video segment or clip. A video transition however, provides a visual effect that is placed at the end of one video segment/clip and the beginning of another to provide a "transitioning" from one clip to another.

Publish/Finish the video in Windows Movie Maker. That makes the entire video one clip.