Have you ever seen an email with a  video embedded? Odds are you have not seen many emails including a video.  While some email clients would display the video – many would not.  It would also cause your email to be flagged as spam or a security issue which would greatly hurt your read & interaction rates.
While compatibility for videos is increasing with new email clients it is still suggested that you do not include the direct video within your email campaign.  We suggest to link to your video or include a screen shot of the video.  You can include a screen shot of the full video component which will look like the video is embedded.  When your user clicks the play (or any part of the video image) it would then open the video in their browser.
Here is an example: