As BigAl3D mentions, would be good to hear your use case described.
You can of course get video from Corona into C4D, but not in some "direct link" manner. You simply render the animation out from Corona as normal (preferably as an image sequence, never straight to video format), then import that image sequence into AE or other video editor, where it works exactly like any other video (or image sequence). If you make any changes to your scene in Cinema 4D, you need to render again.
This would be no different if there was some single button to "export video to C4D", as you'd still be waiting for Corona to render the animation. Indeed, once the save location is set up in C4D, you just hit render, the images are replaced, and on loading the project in AE the new image sequence is there, so it's not a complex process in that regard :)
But, do tell us what you are hoping to achieve, so we can understand your situation better. Thanks!