Place a video file in your Assets folder for your Unity project.
Keep the pixel size small such as 256x256. Typically with 3D software, exponential square textures work better, if possible.
Keep the video duration short.
These formats should work, depending on the codec: .mov .mpg .mpeg .mp4 .avi .asf
Make sure you have these video players installed on your computer:
Quicktime 7 for mac and PC (Your mac came with a different version of quicktime, not as advanced.)
MPC-HC only PC, one of the few players to deal with the 4K codecs.
Select your object
Select Add Component in the Inspector
Choose Video->Video Player
Drag your video clip from the Assets tab onto Video Clip in the Video Player in the Inspector
If you don't have audio, turn off Audio Output Mode
Directions to use Adobe After Effects to make a H.264 mov (PhotoJPG mov does not work in Unity)
Directions to use Adobe Media Encoder to make an mp4