Apple Vision Pro and Mac

Not exactly sure what you want to achieve, but three ways to play videos from a Mac occur to me.

• You can obviously play the video on your connected Mac and view it on your Mac's virtual Screen in the AVP. This is far from ideal and not recommended. Not sure what you mean by "Movie Mode" but I assume this is not it.
• You can copy the video to iCloud Files and open the video using a media player on the AVP (e.g. Moon Player - $5). You can use the built in AVP environments for an immersive experience (Movie Mode?), or use the dark environment from the Moon Player app. You don't have to be "connected" to the Mac.
• Moon Player also has "Moon Link" software that you install on your Mac, which then allows you to stream videos on the Mac to your AVP, if on the same wi-fi network. You don't have to be "connected" to the Mac and you can use the environments as stated above. I have not tested this.

Other people may have additional/better suggestions.

FYI... I got curious and tried the "Moon Link" software... it works well. Similar to using Plex as a media server from your Mac (which may be another option, but not sure if Plex is supported on the AVP).