The calibre server uses a fully virtualized file system, not presenting a 'real' folder tree. For that reason you cannot add directories to it without changing the code. Unless you are willing to do that, you must add a second web server to deal with your videos.
The question then becomes "how to have both calibre and the other web server on the same box?"
Option 1: run them both, setting calibre's server and the other server to use different ports.
Option 2: Have the other web server act as a reverse proxy for calibre while also serving your videos. See
http://calibre-ebook.com/user_manual/server.html