If you can upgrade to using Mendix 9.6, there is the Video Player widget in the Marketplace you can use.
If you can’t upgrade, you could look at using HTMLSnippet widget in the Marketplace and directly embed the video playback HTML from your favourite service.
Hope this helps.
There are also some widgets in the appstore that do not require an upgrade.
See https://mydemoversion8-sandbox.mxapps.io/p/webcam for examples.