Do you want to make a video out of it to use outside of the mathematica notebook? If so, then do not use Mathematica, use some other program. I recommend ffmpeg, and you can use the example here for instructions. I say to do this because Mathematica is not great at outputting movie files in the common formats (avi, mp4, etc). Even though you can export an AVI file, it will be insanely large.
If you just want to view the video inside of Mathematica, then you need to import the images as a list and use ListAnimate to bring them together to get a video. If you need help getting the images imported as a list, it will depend on the format used for the filenames.
