1. you need to "rip" the video from the source
2. probably can be done at the same time at #1, to convert the video into mp4, should also resize the video to Arc's screen resolution to save space.
3. copy using USB cable from PC to Arc.
4. use a media player on Arc to play the video.
I suggest you first try a small potion of the above process to test it out if the setting you had selected works on the Arc.