I understand your difficulties. The problem is that when I started to introduce people to Bonsai I avoided discussing what is really going on behind the scenes in order to simplify the explanation of basic usage. That was a mistake on my part that I will try to rectify in the near future with a set of tutorial videos and a proper introduction.
Without those fundamental concepts in mind, it is simply impossible to understand what is going on when higher-order nodes like WindowWorkflow or SelectMany appear in the examples, and I cannot emphasize enough that they are really the most powerful pieces in the Bonsai language.
Nevertheless, I can try and provide a basic intuition. Let's think about what happens when you have the following workflow in Bonsai:
This is just a FileCapture by itself. When you hit "play" in Bonsai, it will:
1. Open the file
2. Output all the frames, one after the other
3. Close the file and then Bonsai will "stop".
I can add more nodes to the workflow in order to process the frames and save data, and so on, but in essence, this workflow will process one video, and only one video.
Imagine that I now had 10 videos to process. Well, I could still use this workflow, but I would have to manually change the FileName property to point to each video, play the workflow, wait until its done, and then change to the next video.
If you want to automate this process to many videos, the tricky bit to think about is: if a workflow can only process one video and then stops, how exactly do you start the workflow again after that one video is done?
One possibility that is easy to understand is to have something like this:

In this case, what the Repeat node is doing is the following: whenever the sequence that is upstream of Repeat terminates, start it again.
This means that now when FileCapture closes the video and terminates the sequence, Repeat will ask FileCapture to start the process all over again (open the video, read all frames and close). Every time, whenever FileCapture reaches the end, Repeat will start the node again, forever.
In practice what this means is that the video will loop endlessly. However, if you could somehow magically change the name of the file at the time when FileCapture is done with one video, then when Repeat starts the sequence again, it would now start playing the next video.
This would not be impossible, but it leads to a somewhat clunky solution.
Another way to control how workflows play and stop is by using WindowWorkflow. The best analogy I can make to explain WindowWorkflow without going in detail to the fundamentals, is to say that WindowWorkflow creates new workflows.
For example, the following workflow: