Recorded messages and footage in a game can be a big clue for investigative scenarios, or a powerful revelation in other settings.
You can of course simply describe them using the usual GM information dump method. Or if you have the recources you can actually make an audio or video recording to play to the players at the right point in the scenario, when their characters uncover the vital clue.
Try to avoid the temptation to have them discover a clue-filled PowerPoint presentation, though.
Transcript
Obi-Wan: Someone must have installed spy cameras in the Temple. Who?
Yoda: An enemy, it is. Duh. Either Gunray or the Sith. Or you!
Obi-Wan: Don't be ridiculous.
Yoda: Anakin warned me about you!
{hologram showing Anakin slaughtering Jedi}
[SFX]: Whooom!
[SFX]: Whooom!
[SFX]: Whooom!
[SFX]: Kzrkzk!
[SFX]: Whooom!
[SFX]: Slice!
Yoda: Oh my god! You've corrupted Anakin!
{hologram of Palpatine and Anakin talking}
Obi-Wan: And... this is Palpatine's office...
Palpatine: {hologram} Wipe them out. All of them.
Anakin: {hologram} It shall be done.
[SFX]: klik {Obi-Wan turns off recording}
Yoda: Okay, off the hook, you are. For the moment.