Not through Carplay without having a jailbroken iphone but you can watch them if you just put the files onto your usb stick and connect that up in the centre console.
Legality side of it ignored, OBD11/Carista/VCDS will allow you to code it so that you can play it even whilst in motion.
It supports most major formats but double check your myAudi car manual, it's got a whole table of formats it can take.