Hi kjah456,
there should be an option on the CLUEVO settings page where you can enable basic module security. This places .htaccess files into the module directories that disable external access to your modules. A determined person may still be able gain access, but they’d still have to know the path to your module files. Alternatively you can delete the archived module files via ftp as they’re generally not needed. The next version (1.7.0) will allow you to archive and delete archived files via the module ui though.
For video files specifically there is not much we can do at the moment. We use the native browser video player and that generally needs the url to the video somewhere and that can always be read by users. There may be a way to disable right click -> save as but any determined person can still get the url via numerous other ways.