You need your own video to make this live wallpaper useful. Please see the app's help and visit the app's website to learn what formats are best and to get sample videos.
If you don't have any videos to play with, try this one or this one or this one. Download them with your computer (right-clik them and select Save as...) and transfer them on your Android device, or downoad with the Android device directly (a common download destination is /sdcard/download). Then select one of them with the Video Live Wallpaper.