This feature is found via Marketing Tools, then Interactions & CTAs.
Switch the toggle on to activate it.
To add the Pre and Post roll videos you can either provide a URL to the video outside of Spotlightr servers. The same services are accepted here including YouTube, Vimeo, DropBox, GoogleDrive, S3, Self hosted. You can also upload directly to Spotlightr
You can also Allow skipping pre/post roll videos by checking the appropriate boxes below each video.