The IPP library, and its associated sample files, are designed to help you with the low-level implementation of algorithms that emply vector and matrix math. How you perform I/O to send and receive data is outside the scope of the library's purpose.
There are many free and fee-based applications out there that can capture a streaming video and save it to a file. The IPP library does not do this.
Sorry, but the IPP library does not provide sophisticated I/O functions. It only provides the functions you need once you have captured the stream, for processing the actual video stream. It does not contain features to help capture a stream, that is outside the scope of the library.
For the video, there are different formats. You need to specify which format of the video you want to decode. The video format IPP can support can be found here: http://software.intel.com/sites/products/collateral/hpc/ipp/ipp_indepth.pdf
If you want to only focus on the Flash Video, currently IPP UMC sample does not include such decoder.