Amazon Prime (for TV) is a bit like Netflix -- they have their own studios and production, so there's a chunk of stuff on there that's made by them or exclusively licensed to them included as part of your subscription.
Examples are The Boys, American Gods, The Man in the High Castle, The Grand Tour, Good Omens, Marvellous Mrs Maisel.
Like everything else, some of it is great, some of it is rubbish.
But on top of that they also have stuff from other distributors, but you usually have to pay for it -- think of this like buying the DVD, except you stream it rather than get a disc.
Some older stuff from other distributors is also included on Prime. Sometimes it comes on and then vanishes -- for example, for a while the entire run of The X Files was included. And then it wasn't, and then it was again. Presumably they agree time-limited deals on certain things.
Some shows that you would pay for on Amazon are included in other subscription packages, so it's often worth checking if the thing that's ££ on Amazon is included on Netflix, Disney+ or iPlayer.