I don't believe there's any canonical name for either, but people commonly refer to movies - as well as episodes and shorter videos - as {HaSta much} ("visual display presentation"). For a feature film, you might consider {HaSta much'a'} ("visual display greater-presentation").
Marc Okrand has translated {muchpa'} ("presentation-room") as "theatre" in the sense of "auditorium", which is to say the room in which a presentation is viewed. However, a "theatre" as in a whole building would be a {much qach} ("presentation building").
http://www.klingonwiki.net/En/FestivalOfTheSpokenNerd
So, I'd describe a movie theatre building as a {HaSta much qach}, and say that most of these buildings contain several {HaSta muchpa'mey}.
You can read about the syntax of the word {jaH} here:
http://klingonska.org/canon/1998-12-holqed-07-4.txt
//loghaD