Video can be displayed one of two ways in a typical theater or arena show:
Projector and Screen or LED Wall.
Projectors come in a variety of shapes and sizes. Each one has one (or sometimes two) high powered lamps inside, similar to spotlight lamps. The lenses used to optimize the picture, can sometimes be as expensive as the projector itself, and are very fragile.
Projectors can be set up in Front-Projected or Rear Projected depending on the type of screen and needs of the show. Some screens are opague in the back to prevent light leakage, these can only be for front-projection. Rear-projection allows for a better presentation (i.e. the audience's doesn't have to see the projector), but it allows for less overall light. Front projection is brighter, but more of a logistical challenge.
Projector screens are usually a semi-eslastic plastic material that uses snaps to cover the frame. Types of frames vary, but they usually unfold and bolt together in a specific way. The screen then has to be stretched vary taut and snapped to the screen. Always use teamwork on screens, they can be very difficult.
They are typically hung in arenas using ropes and sheaves.
LED walls use an large array of small LED lights close together to create Pixels (the dots that make up a video picture). Most LED walls are put together in panels, and can range from less than a dozen panels to hundreds.
They often snap together using locks or pucks. The latter are small rectangles that attach the four corners of video walls.
Many of the good ones have internal locks that are easy to use.
Whichever the case may be, video walls are very expensive so always pay close attention and follow directions.
Cabling for video walls involves a process similar to lighting. Each wall usually gets a power and a data, and the data uses a similar path to DMX, in which each panel of the wall knows which signal to get and ignores the rest, passing the signals onto the rest of the line.
These walls are often very heavy, so they are hung from trusses and flown with motors.
Here is a short video that shows a time lapse of the set-up of a small video wall on crank winches: