Apple TV 4K: Samba share videos
You'll need to install a third-party app like VLC or Plex to play off a Samba/SMB share. I believe VLC can read directly off a Samba share, but Plex might need you to mount the share on a computer and install Plex Server on that computer.

You can then play just about any modern video file thru those apps.

If you are limited to the built-in apps, you'll need to put your movies in MP4 format, with an AAC audio track as the first track (AC-3 surround sound can be included after the AAC track).  (I might be wrong about this for ATV 4K, maybe it supports other formats than the previous 2 ATV's.)  Then, you'll still need a computer running iTunes, load your videos into iTunes, then turn on Home Sharing in iTunes and on the ATV.