Summary
Adobe InDesign does not support the videos unless FLV is used , which is not supported by an Apple Device.
Solution
Visit the following URL for the steps to add the video
http://help.adobe.com/en_US/indesign/cs/using/WS188C0BC9-4FED-4b4a-BC8C-7E7C6E2BA7E1.html
Create a button, add action URL, paste in the URL and then video is ready to be played.