When you first install the theme. It won’t included all extra content that you have seen from live demo site. You can import Nebula Demo content using Standard WordPress Import Plugin.
First you need to install the plugin, Open Tools > Import and select WordPress. Next click Install Now button and wait until plugin is installed and Activate it.
Go to Tools > Import again and select XML import file from theme package “sample content folder/import demo” and click Upload files and import
Import Theme Settings
You can also import theme settings file from theme package “sample content folder/theme settings” so your site styling will be changed to live demo site style. Go to Theme Settings > Backup and click Import button