Natalie Rockall learned about the importance of test screenings and audience feedback for films. Test screenings allow directors and producers to preview films with audiences before wide release to gauge reactions and make necessary edits. Feedback from screenings helps identify what needs changes to improve the film and determine the target audience for marketing. Natalie conducted research like surveys and statistics to define their target audience for a supernatural thriller film as ages 15-24, more males than females, and lower middle class socioeconomic groups. She presented a pitch and screened rough cuts to get feedback, making changes like improving sound design and color grading based on insights.