Cannot insert a video in a PDF using Acrobat DC Pro 2020.009.20067

Hello

I am looking in inserting an animation in any format ( avi, mp4, mov, .... ) in a PDF.

I tried to follow this recipe:

https://helpx.adobe.com/acrobat/using/adding-multimedia-pdfs.html#:~:text=Open%20the%20PDF.,The%20Insert%20dialog%20box%20opens. 

in the section   Add multimedia files to a PDF  .

What ever format I try, I get this message:

     Acrobat has encountered an error while playing this media clip:

There is no specific message after the :  .

Is this suppose to work ? I know that my video files are fine.

I am using the latest Acrobat DC ( 2020.09.20067 ).

Thank you

Gilbert