How to use FFmpeg

If you know C++, you can modify sample from article using ffmpeg.

If you just want to extract the frames from a video and save them to file, you can just use ffmpeg at the command line:

ffmpeg -i video.avi image%d.jpg

For this method, you do not need to build ffmpeg as there should be a windows binary available for download.

If you are wanting to display the frames or perform some other processing on them, you may want to use libavformat and libavcodec (main parts of the ffmpeg project) to extract the video frames in code. Here is a pretty good tutorial on how to get frames from a video using libavcodec and libavformat. libavformat and libavcodec are C libraries so I would use C or C++ if you want to interface directly to them. There is this python wrapper for ffmpeg that looks promising, but I haven't tried it.

You can download the compiled ffmpeg libraries as well so you shouldn't have to build them yourself. ffmpeg will not build on MSVC++ as per the documentation so you would have to set up a mingw environment. This site has a lot of Windows builds and tutorials on how to build the libraries if you really want to.