What language version of the game do you have?

There should be cutscene videos played when the game is started, after hitting the gong to start the blessing ceremony in the council hall, and after defeating the Demon of Lies. Even if you have used the configuration file edit to skip the videos when starting the game, choosing the 'view intro' option from the main menu should prompt you for the play CD in order to show the video.

From the readme file:

Quote
Problem: The cinematics do not play well. The cinematics are more like a slide show, block or even exit the application.
Cause: the Bink player cannot play the movie optimally
Solution:
1) download and install the latest version of the binkw32.dll: www.radgametools.com
2) download and install the latest drivers of your video card
3) on the ATI Radeon cards, setting the monitor refresh rate to 60 Hz solved the issue:
... a) right click on your desktop, select properties, settings
... b) click the advanced button, and choose monitor
... c) set the refresh frequency to 60 Hz, test and apply

There is also an option 4 in the readme file about deleting the *.bik files from the static folder to prevent them from being played, but they do not get copied to the hard drive during install. There should be 5 *.bik files in the '..\disc3\static' folder on the play CD (or something similar if you have the DVD version of the game).