People use side-loaded CX Explorer to do this job, but for me there are several problems:
1. It cannot use my favorite players like Sky Box or DeoVR.
2. The only USB-C port was used for storage, then soon the Quest 2 will run out of power when watching the movie.
3. You need to learn how to do the side-loading.
My solution is a little more complicated, but it fix all the problems above. It involves your Android cellphone, though. If you are using an iPhone, I don't know, but surely you can figure it out.
1. Put all your movies in a SD card, and insert it into the USB-C reader.
2. Plug the reader into your Android cellphone, you will have an extra storage drive.
3. Turn on the hotspot feature in your cellphone, and make Quest 2 connect to this hotspot.
4. Install and run a program called "SMB Server", or something similar. Find the movie folder in the storage drive and share the folder. Then start the SMB server. Remember the server IP and port.
5. Run Sky Box in Quest 2, put in the server ip and port manually if it cannot find it. The movie folder should show up.
6. Enjoy the movies in Sky Box. If Quest 2 is running out of juice, simply plug in a USB-C powerbank.