It seems that you cannot turn off the microphones when you are recording a video.
You can however press the 'mute' function which will mute all sound during playback and camera operations. This is OK if you do not wish to hear any sound at all, ever. (Click on image to enlarge for better viewing.)
If you wish to hear audio try turning on the Wind filter and see if this reduces the noise created by the lens while filming.
Here is an image showing where the setting is located. (Click on the image to enlarge it for better viewing).
If this doesn't work and you are not really interested in recording audio when you are filming video, you could somehow try to cover up the microphones and see if this helps. Here is an image showing the location of the microphones. (Click on the image to enlarge it for better viewing).