How to put video as background for game pygame

I am currently creating a top down shooter in pygame and need a video as the background for my main menu. Currently I have a video that plays but it creates a new display rather than putting the video in my game menu background. 

# Video
    class VideoWindow(App):
            def build(self):
                video = Video(source = 'MenuVideo.mp4')
                video.state = "play"
                video.options = {'eos':'loop'}
                video.allow_stretch = True
                return video
    
    if __name__ == "__main__":
        background_menu = VideoWindow()
        background_menu.run()
    

# Menu
    def main_menu():
    
        click = False
        font2 = pygame.font.Font('Pixel.TTF', 64)
        keys = pygame.key.get_pressed()
        play_menu = pygame.image.load('Play.png')
        options_menu = pygame.image.load('Options.png')
        quit_menu = pygame.image.load('Quit.png')
    
        while True:
            draw_text = font2.render('MAIN MENU', (255, 255, 255),True)
    
            mx, my = pygame.mouse.get_pos()
    
    
            button1 = pygame.Rect(50, 100, 200, 50)
            button2 = pygame.Rect(50, 200, 200, 50)
    
            if button1.collidepoint ((mx, my)):
                if click:
                    game()
            if button2.collidepoint ((mx, my)):
                if click:
                    options()
            pygame.draw.rect(display, (0, 0, 139), button1)
    
            pygame.draw.rect(display, (0, 0, 139), button2)
            Button1text = True
            button1text_menu(ButtonX, ButtonY)
    
            click = False
            keys = pygame.key.get_pressed()
            for event in pygame.event.get():
                if event.type == pygame.QUIT:
                    pygame.quit()
                    sys.exit()
                if keys[pygame.K_ESCAPE]:
                    pygame.quit()
                    sys.exit()
                if event.type == pygame.MOUSEBUTTONDOWN:
                    if event.button == 1:
                        click = True
            pygame.display.update()
            clock.tick(60)
    main_menu()