I know this was asked before, and the solution was
y4pdf, however my question is: do we just compile our latex file with pdfLaTeX or how then?
Because the question was asked over a year ago, are pdf viewers up to speed on this?
The 'best of bred' package for including videos into PDFs using LaTeX is currently
media9. This uses extensions to the PDF format which are available in Adobe Reader and are of limited availability in other viewers. The older
movie15, by the same author, uses a different approach to including videos, but support for this is also viewer-dependent. Thus it is important to check that the target viewer will display the video.