Make your videos in sections then assemble them in an app that has interactivity. A video, buy its self, is not interactive and cannot be. You have to load the video into a programmable media player and program the interactivity with the appropriate software. Adobe Animate is a good tool for that, but depending on your specific application and curriculum some other applications may be more effective. You may even find that video becomes only a small part of the syllabus.
I've done a bunch of training projects in the past and video has become a much smaller portion of the curriculum than interactive text and graphics. Adobe Animate has been the tool of choice for most of my projects but the movies are edited in Premiere Pro and the visual effects required for the video have been mostly done created in After Effects.