At this time, you can use video capture programs to create videos, like CamStudio
http://camstudio.org/ under Windows.
But it's possible that one day Sweet Home 3D will allow you to create videos without an external tool.
As a proof of concept, here are two videos generated by a plug-in that I programmed with JMF (Java Media Framework):
http://www.sweethome3d.eu/examples/userGuideExampleOpenGL.mov
http://www.sweethome3d.eu/examples/userGuideExampleSunFlow.mov