You can use a Movie Texture.

Edit: Alright, this is as detailed as I'm going to get. If you still don't understand me, I don't know what else to tell you, other than to learn some Unity basics before attempting this.

• Import your movie file into the Assets section of Unity.
• Create an empty Game Object.
• Place something like this script inside of it:

MovieTexture myMovie;

void Start()
{
     myMovie.Play();
}

void OnGUI()
{
     GUI.DrawTexture(new Rect(0, 0, Screen.width, Screen.height), myMovie);
}

I think that code will work, though I don't have Unity Pro so there's no way for me to test it out. Someone correct me if I'm wrong.

Anyway.

• Attach that script (add your own class header to it) to your empty Game Object.
• Drag your movie file from the Assets pane onto the Inspector for the script (on the empty game object), which should have a slot for "My Movie".
• Play the scene. Your movie should play, full-screen.

doesnt make sense. doesnt work!