Aviso: nível de spoiler acima de 9000. Esta é efetivamente a maior parte da trama que ainda não foi revelada nos trailers.
Se você assistiu ao filme até o final e prestou atenção quando a revelação foi feita,
the final screening of the footage showed the Winter Soldier shooting at the screen - an indication that this is a camera recording.
Most likely, the incident was captured by a speed camera that just happened to be there. Ordered to leave no witnesses, the Winter Soldier thus destroyed it. He likely reported this to his superiors when he returned - HYDRA would then recover the footage and cover up to prevent any leaks, though they did not, apparently, destroy all traces of the footage permanently.
The likely reason that Sokovian dude possessed the clip was because he hacked into SHIELD - formerly HYDRA's front for over half a century - and accessed its files to find something with which he could destroy the Avengers from within - and this clip is exactly what he needed.