I'm not quite sure what this means. "Linked" via a menu of pick-list choices? "I want Videos 8, 12, 14, 3, 7 to play in that order" linked to a menu?
(And these could be Audio Files, not just Video Files.)
Or did you mean, "I want to create a Video File of clips 8, 12, 14, 3, 7, etc. to play as a single file"? Did you want to use a video-editor to merge these clips together?
Or did you want a menu-ing system to present a pick-list or checkbox based on-screen menu?
(I can use Nero to merge clips together, but I use a different menu system to create a PlayList. I don't know if Nero 2014 can do this, and 2011 couldn't so I never tried with 2012.)