What do you mean by "testing videoplayer"? NeoLoad works as protocol level so as soon as your video player uses HTTP protocol to communicate with your server you should be able to make a recording of such transaction with NeoLoad.
So first i would suggest you start a NeoLoad recording of your application where you have that video. The result will depend on the type of technology used by your video player. It could be a simple video file like mp4, avi etc... or streaming protocol.
