Tran Thang,
Assuming your Windows Server 2008r2 server is setup as a WEB Server (not FTP) and the video files can be browsed to; you have two options:
1. Simply add the URL location address for the video file(s) in the DMD Playlist content

2. Add the URL(s) into the Media Library on the DMM. Then simply select the add content and then select the URL from the Media Library on the DMM.

I hope this helps!
T.