Here is an excerpt from the Notion User Guide, which can be accessed from the Help menu inside of the program...
"You can add mp4, WMV (Windows only), H.264, mpeg,
mov, avi, m4v, and 3gp on Mac and Windows and can run on either platform in native 64-bit."
It is possible that the movie is being imported, but the video window is minimized in the background. Try moving the main Notion window and see if you see a small bar somewhere on your screen. If so, grab one of the corners of the small menu bar and expand the window.
Notion uses Microsoft Media Foundation for working with video. If you need to install MMF, here is a link...
I just tested this functionality on a Windows 10 machine using the Demo and it should be working. Video import is available with the demo. I will create a support ticket for you in the event that you would like to troubleshoot this issue further.