The audiovideo playback module can play videos if you store them in the mendix file system: https://appstore.home.mendix.com/link/app/932/ also check out the video about this in the widget documentation.
Hi Dilip, we at Mendix don't recommend to manage videos to serve as a streaming platform at Mendix, specially because we don't support resumeable streams. For example, if you are storing a video at Mendix and try to play using Safari, it will fail, because some browsers do a small check if the stream can be resumeable first. A nice recomentation is to use Amazon S3 in this case.