Did you add *.mp4 and such (the file extensions of your video files) to the list of files which need to be in the export? By default video files don’t get added to the executables. Can be easily checked if your exported project size is lower than your video size. ;)
When you go to the export window, click on your export prests and select the Resources tab. In there add the *.mp4 and such to “Filters to export non-resource files/folders”
Than I recommend you to join the discord server as helping you through here would be troublesome. When you join we can figure out what you’re doing wrong.