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Is there a free movie making software where I can play different video clips at the same time? - free first time video

Looking for a good free video software, where I can play audio and video from two or more clips at once (such as split-screen).
I like to create and music and software, for which I wan't videos to illustrate different parts of me playing my guitar at a time to cover, too.

Can someone tell me to use a good software and where you get it?