Shopify Marketplace Connect uses your online store product catalog as the 'system of record' to sync with your marketplace.
Hence the products must exist in Shopify first. There are 3rd party importer tools available to create products in Shopify (search the Shopify app store) from your marketplace listings if you don't have products for these. You can then use Marketplace Connect to create/link & sync your Shopify products with your marketplace(s).
There are many reasons Marketplace Connect uses your Shopify as the system of record for product data.
For example, It's much easier to update products in bulk via CSV import into Shopify than it is to update listings on Amazon directly. Also, it's better to maintain all product data in a single location. If anything goes wrong with your marketplace(s) it's possible to lose all your data.
For further assistance, please reach out to email@example.com