The actual content for AEM Screens is managed in Channels. There are various channels types which represent various use cases for screens.
From the Channels console of the Device Control Center, you can create, delete and open channels for authoring. For example, if you open the Idle Channel (http://localhost:4502/editor.html/content/screens/geometrixx/channels/idle.edit.html), you'll see the images that will be displayed on your screens when this channel is selected.
You can have a look at our page authoring documentation for more information about authoring with AEM in general.