A written cue tells a client what to do. A ten-second clip shows them. Attaching video to the exercises people get wrong is one of the most useful things you can do with your library.
Using one of your own videos
When editing an exercise, look under Your videos and search your library by name. Pick one and it shows as the selected video. Remove video from exercise detaches it again. That removes the link, not the video itself, which stays in your library for other exercises.
This is the reason to name videos properly when you upload them. A library of twenty clips called "IMG_4471" is a library you will not use.
Linking an external video
You can paste an external video link instead. Useful for a well-made demonstration that already exists, and for anything you have not gotten around to filming.
Links to external videos are subject to review. That is stated on the field, and it means what it says. What you link is not private and can be looked at. Link things you would be happy to have attributed to you professionally.
External links also carry risks your own uploads do not: the video can be deleted, made private, or have advertising put in front of it, and none of that is under your control. For anything central to a program, film it yourself.
Your uploads are public too
The upload screen is explicit: videos should be considered public and are subject to review. Do not film in a way that captures other people at your gym without asking, and do not put anything in a clip you would not want seen beyond the client it was made for.
Which exercises actually need one
Not all of them. A video on a dumbbell curl is wasted effort. Attach them to the movements where the setup is the hard part (anything with a rack, a cable height, a specific foot position), and to whatever your clients most often get wrong. One clip that stops the same question arriving from five people has paid for itself.
Coaching accounts on the free plan include 5 video uploads in total, so spend them on the movements that recur across your whole roster rather than on one client's one-off.