Help needed to code videos play with processing by receiving data from Arduino

No.

Do you have sound.play(); in setup()?

Do you have boolean useImageMovie = false; before setup()?
try:




void draw() {
  if (arduino.available()>0) {
    serialIn=arduino.read();
    println(serialIn);

    if (val <= THRESHOLD) { 
      //If the sensor detect object at less 50cm
      sound.stop();
      video.play();
      useImageMovie = true;
    }
  }

  // ------------

  if (useImageMovie) {
    image(video, 0, 0);
  } else {
    image(sound, 0, 0);
  }
}