Hello nismonolo,
Thanks for posting in the Apple Support Communities.
Confirm you're using the steps below to upload a video in iCloud for Windows, and you can locate additional information here: Set up and use iCloud Photos on your Windows PC - Apple Support
In iCloud for Windows 10 or later
1. Open a File Explorer window.
2. In the Navigation pane, click iCloud Photos.
3. In another window, open the folder where you currently store the photos that you want to add to iCloud Photos.
4. Select the photos that you want to add.
5. Drag them into the iCloud Photos folder.
You can view the photos and videos you uploaded in the Photos app on iCloud.com and on all your Apple devices.
If you're still seeing that the file isn't a supported format, this may not be an option. In addition, confirm you have the latest updates installed on your computer as iCloud for Windows updates alongside your computer.
Have a great day!