You can't skin the video player the way you can skin wireframe components like a button or data list. However, you can create a custom component that contains your video, and several buttons that control playback using Catalyst interactions.
You would place your video in the artboard, set its controls to "No Chrome", and then add your play, pause, and stop buttons. You'd need to wire up interactions to these buttons to play, pause, and stop the video.
Thanx Bear, I'll try this way.