This is because, the winvideo adaptor is not installed by default in MATLAB R2014a. Starting with version R2014a, each adaptor is available separately through the Support Package Installer. To open the Support Package Installer, type supportPackageInstaller in MATLAB. Then on the Select support package to install screen, select your adaptor as OS Generic Video Interface, from the list and proceed to next steps.
After successful install, verify the installation by executing
The output should have 'winvideo(example)' as InstalledAdaptor.
Please find the documentation here on how to install the adaptor.