Hi @MelanieRM,
The answer about creating the sections will somewhat depend on the permissions your school/institution has setup in Canvas. At my institution, all section information and enrollments must come from the student information system, so teachers can't make new sections and put students in them at all. Assuming your school lets you create sections, you would need to add students into those sections manually (there is to auto/random assignment or anything for sections like there is for groups).
On the access question, you can easily use differentiated access for quizzes. The video instruction part may not be as easy, depending how that's done. Is it an embedded video in a Canvas page? A 3rd party video tool like Kaltura or MediaSite? If you can embed the video, I would actually put it on a non-graded non-submission assignment, that way you could control access ot each section as you can with the quiz.
Hope this info helps a bit!
-Chris