Hi Itai,
You can’t directly embed a video in CODAP from a local file. The video needs to be hosted online. If you have a direct link to the video file hosted on a web server, you can use that with these instructions for embedding a webpage in CODAP. You could also make a web page with the video embedded and use the URL to where that page is hosted online.
For YouTube videos you can click on the “share” option and get an embed code. This is html for embedding the video in a webpage, so you would have to create a webpage and add the YouTube video to that page. Then get the URL to where that page is hosted and use that with the instructions above.
Another option for embedding the YouTube video more directly is to click on the “share” link for the video and within the embed code mentioned above there is a src=”…link to the video…” part of that code. If you use the link from here you can directly embed that as a webpage in CODAP using the instructions above.