How does one sell music and videos online?

Determine who the copyright owners are, get licenses to use their recordings, set up your business (incorporate?), set up your infrastructure to stream them, advertise, etc. You are unqualified to do this if you can't involve the necessary legal talent in your cause.

Do you own the content? By this, I mean, do you own the copyright to the videos and music, as well as to the intellectual property underlying them? This means that you own the songwriting copyright as well as the copyright to the sound recording. For the videos, it means you own the copyright on the videos as well as rights to the music, performances, rights of publicity and any other rights. If you own all these rights, you can sell the content on the internet. If not, you would need to get licensing on all these rights. You cannot sell something that is not yours to sell. Once you have content that is legally yours to sell, then you can set up a website and sell the content. If you want your content to be sold on Itunes or Amazon, you can possibly register as a content provider if you have enough content and a strong enough background to qualify. If not, you can go through an aggregator service and pay them to prepare your content for sale and put it on Itunes, Amazon, and other online stores. The aggregators provide proper formatting, UPC codes, mastering for Itunes, and other such services. They place the content for sale and send you money if you make sales. Itunes provides a list of aggregators with whom Itunes does business. There are only a handful of such companies. Each aggregator is slightly different in the services provided and how they charge. As an aside, if you were a songwriter or in a band back decades ago and assigned your rights to a record label, it may now be possible to recoup your rights. You can discuss all this with a music lawyer.