That's the normal behaviour actually. Only a poster image (static) will be displayed. That's because videos on smartphones or general smartphone operating systems are very problematic. Some of the problems are:
What will do work is videos that are inside a player, for example a video that's launched in a modal window, or a video embeded into the article.
So basically a video background should do what it supposed to, to display a video in the background. Unfortunately the problems of having them enabled on mobiles are too big so this is turned off by default.
First, try to install WordPress & Kallyas theme on your localhost ( how to install wordpress on localhost - video tutorials )
Then, import the dummy data. It should run properly and smoothly on localhost.
Then you will need to upload the migration packages and migrate them online, onto your server and follow the installation instructions.
Unfortunately every case is different than another and it depends on the server configuration. So basically there isn't a special "guide", just a few settings that might be needed to be changed by your hosting companies, for example:
It mostly depends on your hosting system admin to give you a hand and at least for one hour, to make some temporary settings that will permit you to install the dummy data.
On our side, we will continuously be aware of this and try to find solutions for this. Thanks for understanding!