There isn't to my knowledge, since it's not the goal of cocos2d-x.
You need to do it yourself using native Objective-C and Java code. The relevant class are MPMoviePlayerController on iOS and VideoView on Android. It is relatively easy to have a simple fullscreen intro video.
Alternatives include rendering the video with your game engine (instead of doing a real video) or using animations, though they are not quite the same as a video.