I assume you're talking about the icons in the task bar.
Please clarify if you are in full screen with movie but you still see the task bar or not.
If this is what is happening, usually is fixed by exiting full screen and clicking on an empty space of the task bar, or the app that has some kind of notification then going back into full screen.
Otherwise, if you are not in full screen and are just watching video inside a player and you just simply maximized the player you can just go full screen and get the whole experience.
But please provide a screenshot of your PC with this issue you speak of so we can see better what you are talking about.
To take an easy screenshot in windows 10 while doing anything, just hold down the windows key on the keyboard and while holding it down press the print screen button and it will save a screenshot into the screenshot folder in the pictures folder of your PC.