Creating your own XDC video is a two-step process:
You can read the above links for more information; or, for the TL;DR millennial crowd, I’ve prepared a screencast that illustrates the basic process:
Once you’ve created the files in the correct format and prepared an input script, making the video is as simple as passing the script to the encoder:
XDC_COMP.EXE (script file)
This will produce two files in the same directory as the script: A video file with the same name as the script but an extension of .xdv, and a log file with an extentsion of .log.