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What is this 'modprobe video'
It's a command that you run in the shell as root. It should load the 'video' module if it isn't loaded already, which may give you ACPI control of your laptop monitor.
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lsmode command also gives me video in that so that means to me that I have video.ko installed. But I don't know why proc/acpi don't have video folder
Because, as already said, your laptop may have a proprietary BIOS which controls video in a non-ACPI way, hence only works in windows and even then probably only with special drivers. What is your laptop?