Good question. Videos themselves don't have controls; they're... just the content that are inside a 'player'. The player has controls like play/pause.
Do you know where you will be putting this video ("hosting" it)? For example, if it is going to YouTube, you will get their player for your video and the controls that it has for all videos. But, you CAN make some little 'hotspots' to get the next/previous buttons to move to other videos from there.
Alternatively, you could put it on our Screencast.com service, which also lets you make hotspots right in Camtasia for those previous/next buttons.