So there will be a lot of stuffs you have to do. Base on my knowledge, u have to use Kismet ( sth like Level Loaded) and Matinee. You should take a look at these link:
it depends what kind of movie you need. If its zooming into a level then thats easily done with cinematics, but an external movie would be difficult, and I'm not sure how you'd do it. There may be a way through using UI.
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