Flash is
Flash, and
video is WAV, MPG, and AVI formats ....
tell me where to make "Flash videos" and I'm there! 
You would be better off first understanding that Flash is a
script, and
video files are a series of frames that play at a defined speed to resemble a movie....as a script, Flash runs automatically, and is not meant to be User-operated (unlike video, which is a "playable file").
You
can, however, convert Flash to video, and even convert video to Flash (to be used as a script, as would animation be used for an effect), but you will need to use a special editor to do so, and finding one that is truly capable and Free is not quite that easy: most of the time you need to be very specific in the output files you are requesting to find free ones that really work well.
But, as a start, take a
look at these converters I recommend.
* I would suggest you read as much supporting documentation available regarding the process and techniques of converting video and Flash, if at least to avoid some of the common snags and mistakes yourself...