You'd need to set up a separate product for each video and for the PDF, then set up a bundle product to actually sell, which would use our "Bundle other products" feature to issue a collection of links for the video and PDF files -- see Approach B here:
http://www.e-junkie.com/ej/help.package.htm
If the videos are smaller than 500 MB each, you could upload them to their respective products, but it may be simpler to upload them to remote storage and have us pull the files from there, which would be required for any file larger than 500 MB, up to a maximum 4 GB per file. You could store the files on your Web site server, or on a file hosting service like Amazon S3, for which these help pages offer further tips:
http://www.e-junkie.com/ej/tips.downloads.remote-file-url.htm
http://www.e-junkie.com/ej/tips.downloads.amazon-s3.htm
In that case, the buyer would download a copy of each video file to keep. A different approach would use our Redirection feature to redirect buyers to a landing page where you have the video(s) embedded for viewing. Our redirection links work similarly to download links, with the same expiration settings; however, once the buyer is redirected to your landing page, they could bookmark the page or even share the page URL with others for direct visits without going through our redirection link to get there, and we have no way to prevent that, though custom scripting in your page may be able to enforce that, as discussed here:
http://www.e-junkie.com/bb/topic/5205#post17645
