HDRP is a plugin of Unity for using several options of shader with high definition and it's available in the Window > Package Manager > Packages: Unity Registry.
It is also possible to create a project directly with HDRP:
After installing the HDRP, you will be able to create the material with the attached Render Texture following the same steps from Render Texture
This process will create a material with the shader HDRP/Lit with the RenderTexture attached to the Base Map attribute.
Finally, attach the created Render Texture to the Multi Stream Properties in the Editor (more information in Configure HISPlayer Properties) and play the scene.
The created RenderTexture will work with all the shaders provided by HDRP, but not all of them are useful for playing a stream or a normal video (it depends on the objective of the project), because they have different attributes and combinations. For using the render texture in other shaders, please make sure that the RenderTexture is attached in the correct places. Otherwise it may not work as expected. Also some shaders could have effect to other shaders.
If you try with HDRP/Fabric/CottonWool , it's possible to attach the RenderTexture to the NormalMap attribute and disable the Use Thread Map. Nevertheless, this is going to affect the HDRP/Lit. If you put HDRP/Lit again, after using HDRP/Fabric/CottonWool, you will see the effects by playing the scene.
In the case of HDRP/3DSMaxPhysicalMaterial/PhysicalMaterial3DsMax, the RenderTexture can be attached to the BaseColorMap attribute, so it will render the content of the playback.
With the rest of the shaders is almost the same, because they all have different settings and the way of attaching a RenderTexture to them could change.