In most cases, there will be a Share or Embed/Link button below the video you are viewing.
To link to a video on your page, copy the URL that appears after clicking buttons Share or Embed/Link.
The key difference between this and the URL in your browsers is that this link is a permanent URL as opposed to a session URL.
That is, users can access a permanent link from any computer. Session URLs are not permanent; they rely on information stored locally on your computer.
Linking video in any learning management system is relatively straightforward.
Click here for a thorough explanation of how to insert links on Canvas.
Embedding video is also relatively straightforward.
Keep in mind: some browsers may block embedded content. Make a note to inform students they may have to disable browser settings temporarily.
Another option is to provide a permanent link below your embedded content.