There are two ways to embed a video on the Moodle platform, inside a lesson or on a new separate page. Basically, wherever you have the HTML editor, you can embed a video.
Within the desired section in your course, click on the button "Add an activity or resource"
Add Lesson or Page
Inside the content editor, click on the "Show more buttons"
Now switch to the HTML editor and paste the embed code from Spotlightr
Save your work and that's it!