Thanks Raman to ask,
Here are some steps which explain you how to make your destop to video destop
1. Install VLC Media Player & open.
2. click on Tools > press CTRL + P and Select Video.
3. Now Choose DirectX video output via output dropdown list shown.
4. Save your changes and restart VLC Media Player.
5. Play any video which you would like to set as wallpaper to your destop.
6. After this click on Video and select DirectX Wallpaper from the dropdown list.
7. Then Minimize vlc media player and you will see video running on your desktop.
8. If you want to remove wallpaper then uncheck DirectX Wallpaper from video dropdown list.