Basicly you have to edit the gamelist.xml for each rom
Here is a example for a game entry in a gamelist.xml (using a video preview):
<game>
<path>./1944.zip</path>
<name>1944 - the loop master (000620 USA)</name>
<desc>1944 - the loop master (000620 USA)</desc>
<video>/home/pi/Games/config/videos/1944.xmv</video>
<marquee>/home/pi/Games/config/marquees/1944.png</marquee>
<rating>0.5</rating>
<releasedate>20000101T000000</releasedate>
<developer>Capcom / 8ing / Raizing</developer>
<publisher>2000 Capcom / 8ing / Raizing</publisher>
<genre>Shooter / Flying Vertical</genre>
<players></players>
</game>
Basicly you have to edit/add the video tag! Insert the path to your video file into
<video>path/here</video>
For more information, here are some usefull links:
https://retropie.org.uk/forum/topic/4820/video-preview-in-emulationstation/27
(pls think about it before following the steps as these informations
might be wrong)