You didn't say whether you're using ProAnimator or Invigorator... regardless, yes you can.
To start, you need to create a new material in the material editor. From there, the simplest way is to double click on the large thumbnail box just above and to the right of the highlight sharpness slider. That will open a window from which you navigate to and select your movie. Now, drag that material onto the primitive. If it's a sphere, you can only use one material. If you're using a cube, you can apply different materials to different faces.
If you're using one of the apps inside of After Effects, you can also use the layer mapping technique to give you more control over the movie. That involves importing the movie into your AE project and assigning the layer or precomp where it lives to become a layer map, which you can assign to a material, which can be applied to the object.