We do not have such a video produced for Sitefinity 4.0 yet. However you can follow the instructions in this documentation article
to setup your AD connection.
the Telerik team
Do you want to have your say in the Sitefinity development roadmap? Do you want to know when a feature you requested is added or when a bug fixed? Explore the Telerik Public Issue Tracking
system and vote to affect the priority of the items