Yes.

1) In the DVDAS Explorer view, locate your video clips and drag each of them up to Menu 1. They will appear as buttons on the menu, arrange as necessary.
2) To the right in the Button Properties area, click on Media and change the Button style if desired.
3) Double click on each button then update the End Action in the Media Properties section to change the destination from Menu to the next video clip (if that's what you want it to do. The last clip will go to the menu.

That should get you started. Go through the Help > Show me how.... tutorials for step-by-step instructions.