We don't have videos explaining these features yet, but we have a step-by-step guide to get you started (both of these topics are listed under 'Examples on how to use SQLTest' in http://www.sqltest.org/Documentation
What you need to know is there can be 2 connection strings (they can be same or different):
One under General Settings (under Menu -> Settings) that supplies the parameter/substitute values using stored procedure.
The other is part of the workload (main window) that uses the parameter/substitute values, the target server.
The column names returned from the stored procedure should be same as the parameter name.
The stored procedure can return different parameter/substitute values based on @Connection, @ConnectionString, @Thread, @BatchIndex, @CommandText. For example the same stored procedure can return different parameter values based on batch content (@CommandText).
Let me know if this step-by-step guide is helpful or needs some more explanation.
I will try to get a video made in the next possibility