I think some of the videos may go back to the days when PD didn't support the LDM directly.
As Marc says, the CDM allows you to manage atomic data definitions as Data Items; ERwin doesn't support data items, though some organisations use ERwin domains in a similar way. You may find it simpler to stick to what you know initially - the LDM and PDM - consider moving to a CDM later on, sooner if you have a catalogue of atomic data definitions to manage.