make video with vfx and animation and sound,vfx to create video

i want to know the video between scenes in AAA games , like max payne 3 , have video between the scenes , so i need software do that , paid or free , make video with visual effect and animation and sounds
, thanks in advance ,which 3d software used for making video 3d for games , like videos between scenes in aaa games
this video have animation and vfx and sounds

Like I understand your question, you want to know which programs are used for videos and cutscenes etc.

There is Adobe After Effects for visual effects.
Blender for 3D stuff and animations etc.
Sound effects can be made with a microphone and something that makes noises. These recordings can be mixed/edited with Audacity or Adobe Audition.
If you want to insert SFX in the video or want to cut the video, you can use Adobe Premiere Pro, Vegas Pro, DaVinci Resolve etc. You can also make cutscenes in Unity without these programs.
There are more programs that maybe better, but these are the ones, i know. Hope I could help you