All you have to do is upload the file and make it clickable, like make a jpg or gif screenshot of the movie or avi ro what ever and use that as a link to the file which is stord on the server and it will play the video or avi. Like below
<a href="movies/mymovie.mpeg"><img src="images/some.jpg"></a>
You could use CSS to position that tag wherever you want on the page.