You have packed a lot of questions in this one ticket!
If you want videos, then google "WordPress difference between post and page" or "WordPress menus". You'll find more than a few.
It sounds like you are wanting to make a website of stattic pages (not dated posts), so you will want to take care to make PAGES, not POSTS.
Look for plugins to help you add in sliders & contacts forms. One simple way to make pictures take you to a "subpage" is to simply change their url to a "custom url" when you insert them in the page.
As far as additional sections of a parallax page, that might be something that can be controlled under theme options. I'm not that familiar with those sorts of themes, so maybe others can comment on that. Or, it's something you could code in (or have coded in).