You have not activated the assembly constraints dialogue box. The upper left of your screenshot "New Constraints" select then you will see different ways to constrain your part.
Once you select the video you want to play the initial video will show but then use the back button in your browser and the video you wanted to watch will play.
When you import files from a different software all of the constraints and other info do not come over it is a dumb part. You will have to create those constraints again in Alibre.
The way I got it to work is select the video that you want then what shows is the start of (3D Center of Mass Visualization) video then hit your back button on your browsers then the correct video you selected will play. Planes alone curves. Oh My :-)