Best way to embed videos in course lessons

Hi! I have a very simple question — I’m just starting to use the platform to create online courses.

What is the best way to add videos to each lesson?
If I attach a YouTube link, the video doesn’t play inside the platform and it redirects students to YouTube instead.

We have these videos on a private YouTube channel — do we still need to upload each video directly to the platform?
Or is there a way to make the YouTube video appear embedded inside the lesson?

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