Each genre can caracterize many movies, and each movie can be caracterized by several genres - up to 5 in your implementation. Which means that there must be a M:N relation between the "Genres" table and the "Movies" table. Being faithful to the theory of relational databases, Ninox does not affer a "direct" way to build such relations. The two tables at hand are describing objects in the real world, so they are "Entities" tables.
To buils a M:N relation, you need to create another table, for the sole purpose of representing the relation. It will be a "Relation" table. Such a table does not need to contain any data fields, it just needs to contain two N:1 reference fields to the two "Entities" tables. There will be one record for each elementary relation between the tables.
While it does not need to include data fields, a "Relation" table is often the right place to put down some information. Suppose, for example, that there is a "degree" in the appartenance of each movie to each genre, like 100% adventure, but with 30% romance and 5% musical. Creating a "Degree" field in the "Relation" table is exactly the right place to document the fact.
It would be rather difficult to fill this structure by direct importation from CSV files. So, importing the contents of the "Entities' tables, and adding a button to any table to trigger a script building the records in the "Relations" table is probably the way the go.
So lets create a table named "Movie-to-Genre", and, in this table, create two table references to "Movies" and to "Genres" - in Ninox, relations are always created from the N side. As a result, there will be two N:1 reference fields in the "Movie-to-Genre" table, called, by Ninox's default, "Movies" and "Genres". If you look in the "Movies" and "Genres" tables, you will find the other side of the relations, shown as a 1:N reference field named, by default, "Movie-to-Genre".

for m in select Movies do
let g := m.Genre1;
let gi := first((select Genres)[GenreID = g]);
if gi then
let r := (create 'Movie-to-Genre');
r.(Movies := m);
r.(Genres : = gi)
end;
let g := m.Genre2;
etc etc
end

The "Genrex" fields have now become redundant, and should be deleted, since redundant data in a relational database are evil.