Adding videos to your CJM is a great way to leverage the visualization power of UXPressia. Note that UXPressia doesn't support uploading videos from your computer. You can only use videos from web sources like YouTube and Vimeo.
And here's the algorithm:
Add a video section to your map. Just click on the ADD SECTION button located at the bottom of the map editor and choose Video section.
Copy the link to the video you want to add from YouTube or Vimeo.
Paste it to the tile in the Video section.
Once you remove the cursor from the tile, you'll see a preview of the video. Click on it and a video player will appear.