To store or retrieve any information stored on a Database on a web server, you will need to create a simple web service that will pass the requests to the database and then return the results from the database back to Android in a format Android can understand. You can typically send the data in POST or REST and then retrieve the data in JSON format.
In your example website you have a database in which you have a list of videos to watch. When you display the videos on your website you may go the the link: www.pablo.com/videos
That is a link that gets your list of videos and displays them in HTML. You can do the same in Android via the browser, but if you want the data to go to your app, you still ask for data via HTTP/HTTPS except you want the list of paintings formatted differently (not in HTML). So you can set up your website to respond to something like: www.pablo.com/videos.json
This would give you your list of videos in a format called JSON, which is more friendly for app use because it gives the raw data and doesn't worry about the styling (text, colors, etc). You use that link in your Android app and your app will receive the data. You can do whatever you want with the data afterwards within your app (show to your users in a ListView, etc).
Hope this helps.