How to create a video for a map?

Can anyone help me with the videos? I open everything as instructed. I press the E, S, P keys, etc., but nothing happens. I can't create Herolink and Monsterlink – I don't have the necessary objects in the list. Someone mentioned a video with detailed instructions, but no one has posted it yet. Also, I created a file with a new scene, saved it, and when I load the map next time, this file disappears from the list.