Using Beamer to create the link:

\href{run:/you/dir/movie.avi}{\includegraphics[width=\textwidth]{/your/image/im.png}}

Generated file may have the problem to open the link in evince (in my case: ubuntu 18.04):

Unable to open external link.
Failed to execute child process “mpv” (Permission denied)".

It is the problem of the AppArmor. Edit sudo vi /etc/apparmor.d/usr.bin.evince by adding these lines:

# for loading movie -- weiguang
/usr/bin/mpv ixr,

And reboot. It works for me. :)

Update 06/05/2019

Directly insert the movie in your PDF file with \usepackage{multimedia}.

\movie[loop,autostart]{\includegraphics[width=0.43\textwidth]{G3X-17-image.pdf}}{NewMDCLUSTER0017.mp4}

Place your movie NewMDCLUSTER0017.mp4 in the same folder of your PDF file, you should be able to see the movie with pdfpc. Gnome pdf viewer evince works fine in normal mode, the movie has problem to show up in presentation mode see the bug here! I have mpv installed.

For the missing plug-in problem:

(evince:24969): EvinceView-WARNING **: 11:17:11.341: Error: Your GStreamer installation is missing a plug-in. (gsturidecodebin.c(988): no_more_pads_full (): /GstPlayBin:playbin0/GstURIDecodeBin:uridecodebin0:
no suitable plugins found:
gstdecodebin2.c(4640): gst_decode_bin_expose (): /GstPlayBin:playbin0/GstURIDecodeBin:uridecodebin0/GstDecodeBin:decodebin0:
no suitable plugins found:
Missing decoder: H.264 (High Profile) (video/x-h264, stream-format=(string)avc, alignment=(string)au, level=(string)3.1, profile=(string)high, codec_data=(buffer)0164001fffe1001a6764001facd940bc17faac0440000003004000000a03c60c658001000668ebe3cb22c0, width=(int)750, height=(int)750, framerate=(fraction)20/1, pixel-aspect-ratio=(fraction)1/1)
)

You will need install ‘sudo apt install gstreamer1.0-libav gstreamer1.0-gtk3’