iMovie problems. Can't remove camera without losing footage from iMovie

Hello I'm new to iMovie but seem to be working it out. The biggest problem I have is that I am importing footage from a gopro camera but when I remove the camera a lot of the footage disappears (not all which is wierd). I cannot work out how to import the footage and save it in iMovie, remove the camera and the footage remain. Any ideas?
Also how do you delete something in the library that you have created? Any help would be appreciated