You can do it, by storing it all in a binary format, in what is called a LOB:
What is the difference between LOB and binary data in SQL Server? - Database Administrators Stack Exchange[
^] - basically, use VARBINARY(MAX) and you should be fine.
But ... it's a bad idea. Video in particular becomes very large,m very quickly, and storing it in SQL means it will use huge amounts of SQL bandwidth to store and access - two or more users doing this at the same time can cause SQL to start to grind to a halt!
Instead, store it in a file, and store the path to that file (plus the original file name) in SQL (I use a GUID as the file name so that multiple users can have the same file name with different content). Provided the files are accessible to the user it works out the same, but reduces the load on SQL and makes the DB a whole load easier to back up!
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