im not sure, but it may be worth looking at some kind of external "importer code" for your app to have its own mini video player built in and able to read whichever format you are planning to use...
RAD GameTools.. using BINK video, is a set of tools designed for integrating videos into games and apps...in an efficent way. Perhaps using something like that is the answer you are looking for...( RAD GameTools is a commercial product i believe( im not sure of how their licensing works), although searching the web you should be able to find open source/free alternatives to integrate various formats of video playback directly into your code)
an average movie runs at around 30ish frames per second( which means that for each second of video playback there are around 30 still frames of images, the exact amount depends on the encoding used for the video, 30 is an average) loading all of those images one by one into GDK, to display as a "flipbook" may be slow and memory hungry and not at all efficient... it may be possible, i just dont know the capabilities of the GDK well enough to say, one way or the other. I would think that you would need to code some form of "streaming" were you to use the GDK natively.. loading a couple of seconds worth of images, while a couple of seconds worth is playing, then deleting images from memory after its played....
If you do happen to find an easy answer for playing back vids in GDK, please let me know, its something that i wouldnt mind knowing myself( having planned to use BINK when and if the need arose ) Lol...
If it ain't broke.... DONT FIX IT !!!