The component you are looking for is the video player. It handles both video and audio playback.
If you want to play the video full-screen, then I would recommend to set the render mode to "Camera Near Plane". If you want to play the video in a window, then I recommend to use "Render Texture". This requires that you create a render texture asset to render to. That render texture can then be used as a texture for a quad or sprite in your scene or a RawImage on your UI canvas.
The documentation I linked to should tell you further details.
If you have multiple video clips which you want to play through the same video player, then you should deactivate "Play on Awake" on the video player and control the playback through a script. That script needs to:
- set the correct video asset on the player (the
.clip
property)
- call the
Play()
method of the player to start playback
The scripting documentation of the VideoPlayer class should give you more information on what else you can do with it.