I would check with Walter U. by email and confirm that there was a video included. Then, you could ask your kit source if they have it laying about, and also see if WU might be able to provide a copy. Finally, IIRC, Brodak made/makes a short kit of the Cobra, taken over production from Walter, so Brodak might be a source for the video, but Walter can probably give an answer on that.
There have been some of those kits built, so it's also possible that one of those builders would be a source. We've had three Cobras in recent history here in the NW, and I believe two were built from WU kits. Beware of the control system...I believe all three were very much too quick in ratio, and a lot of elevator for little flap deflection. At least some of them required control system surgery to make them fly in a satisfactory fashion. You really don't want to suffer through that.

Steve