Importing and playing movies in game

Hello, I am trying to play movies when you go to Edit, Project settings, Mo

vies,

Try this

Here you can find the file types that are supported by the engine:
UE4 Media Documentation

You can use a mp4 file and make it a media texture to play on a static mesh. its very easy to set up, tryed it by myself a few days ago… just take a look here >> UE4 Media Player to Render a Media Texture - YouTube