Most movies are a continuous narrative, so you can't skip parts like a feudal era side story. However, if it's a director's cut or an extended version with additional scenes that are marked as separable, then you might be able to fast - forward through that particular side story part. But this is not a common feature for regular movie releases. You basically have to watch the whole movie as it is meant to be watched to understand the full story and the director's vision.
If it's a movie, usually you can't really'skip' the feudal era side story in the traditional sense like in a game. You just watch the movie as it is presented, unless it's a special edition where there are optional scenes or cuts that you can choose not to watch.