how to convert video into animation

(Ignore the footage plz. I just had a screenshot from a video from YouTube.)

I keep trying to convert my video into this kind of animation format, but when I press "convert into frame animation", only one layer on the timeline appears, unlike what the photo above. The screenshot gots multiple of little thumbnails on the timeline but mine don't.

I tried to convert the video to layer first and clicked "convert into frame animation", though it doesn't work. Any tips to fix this problem?