Where are you stuck? The media player in UE5 works exactly the same as in UE4.
- First you need to create a Media Player
(Media Texture will be created automatically) - Drag and drop the Media Texture in your User Widget
- Set a reference to the Media Player in the widget
- (Optional) Create a bunch of Media Source objects and point them to the right video sources
- Use the Button events to change the video sources of the Media Player variable
Point 4 is optional as the player has a bunch of methods that can directly open files or URLs