This is a media player. You can play videos and get the list of video files by opening the folder. You don't need to import the video file to Unreal. Double-click the list element to open the video file. When the folder is opened, the program will automatically save the folder location to the configuration file ([yourprogram]/config/meidaplayer.ini). You can customize the location where the file is saved in the UMG blueprint.

Documentation:Media Player Manual