CLAN only supports a limited number of video encodings. Usually, if QuickTime Player can play your video file, then CLAN should be able to play it too. I assume you have installed QuickTime on you Windows PC. The other reason for failure might be missing
"@Media: filename" header in your data file. The "filename" should exactly match you video media file name without the filename extension, i.e. ".mp4". You, also, need to make sure that media file is located in the same folder as the data file. If you are starting a new data file and you haven't saved it to the hard disk yet, then save it to the hard disk first.