You can add cinematics, but not sure if they get shown on Multiplayer.

There is a folder called 'avi' in your AoE game folder.
Every avi file placed here (I think I read something about it has to have a specific resolution too - probably 640x480 or something like that), can be chosen in the scenario editor as cinematic.

K thanks I'm not sure exactly what an avi file is but I can work with it

Avi is a video file format.

AoE can just use avi files, no other video format (but most video tool should be able to save your video as an avi file).
When using the editor, AoE just lists all avi files it can find in AoE\avi in a dropdown list.
So any other file format or placing your video in another folder means you can't select iot in the editor.

The resolution might be important for what functionalities AoE uses to stretch the video dependiung on your screen resolution.

So I suggest to test this when using higher resolutions.
(In some other cases AoE (as well as AoM for example) just can't handle resolutions not implemented 'manually' into the code instead of using everything dynamically)

K thanks for all the help