@aricarai If it's the Sims 3, unfortunately it has to be recorded in windowed mode for normal lighting. I would just mess around with the window size options in game until you find one that fits the preview screen. I've never had to make new scenes in my experience. It usually just automatically does everything when I have the recorder and game window open. If you're recording different games you would need to tweak or set up a new source, but I've never had to set up a separate scene. Just be sure to check that the game is showing in the preview window before recording .
For a logo, you can do that through YouTube by going to Video Manager > Channel > Branding. It will automatically add it to all of your videos, new and old. If you want it to be part of the video, then you'd need to do that before recording. I don't think Windows Movie Maker has the ability .