PlayVideo is not a pre-defined function in some header, you need to declare/define it yourself:
void PlayVideo ( HWND hwnd_ParentWindow, LPSTR lpstr, int OriginX, int OriginY, int Width, int Height, UINT* length )
{
MCIWnd = MCIWndCreate ( hwnd_ParentWindow, GetModuleHandle(NULL),
WS_CHILD | WS_VISIBLE | MCIWNDF_NOTIFYMODE | MCIWNDF_NOPLAYBAR, NULL );
MCIWndOpen ( MCIWnd, lpstr, NULL ); // new device in window
SetWindowPos ( MCIWnd, HWND_TOPMOST, OriginX, OriginY, Width, Height, SWP_NOMOVE | SWP_NOZORDER | SWP_NOACTIVATE );
MCIWndPlay ( MCIWnd ); // plays device
if ( length )
*length = MCIWndGetLength ( MCIWnd );
}
(either put it above GDK entry point or anywhere else with a declaration above the GDK entry point)