You can use either the StartNewModule function (if you want an inter-module movie, or the PlayMovie/QueueMovie functions (for intra-module movies)
To play movies during a transition between two modules:
// Send you to the caves on Dantoine after
// playing a video showing the Leviathan
// the movie's name is "05r"
To simply play a movie inside your current module, use:
// usage: PlayMovie( string sMovie );
You can also use the Queue movie script:
//replace FALSE by TRUE if you want it to be skipable when hitting esc.
// usage: QueueMovie( string sMovie, FALSE);
QueueMovie is best to use when playing several movie clips in sequence since it prevents breaks (and often screen resolution changes) between each clip.
Be sure to put any new movie file in the Movies folder