Will a Keynote with a video in it export to PowerPoint properly?
I just tried it with a QuickTime movie and was able to run the exported .ppt in PowerPoint as well. But this is probably no guarantee that it will work in all cases given the multitude of video formats, codecs, drivers etc. So in your case you probably get the best results if you


start with a specific video format/codec on the Mac side (QuickTime and either MPEG4 or H.264 would be my first choice)
do a test run yourself, maybe involving various target PCs (if this is a scenario you have to be able to work with)
stick to the setup once you have proven it to work