Back when microsoft.com/games/ was a web page, there was an AOE web site. One of the pages, "Multimedia," featured images, sound effects, and videos from the game.
Since the old AOE web site is gone, here are all the videos for posterity.
Two of them are just from the Egypt campaign.
One is a promotional trailer for AOE, in stunning 160x120.
Most interesting, the rest are close-up footage of unit animations, with far more detail than is visible in-game.
If you just want to see those, I put them on YouTube: https://youtu.be/nXykTxDIBcA