Embedding Video Links in a list

Embedding Video Links in a list

I have a bit of a design question to do with embedded video.
To create a menu or a list with a number of embed videos in the menu or list, can I make the ,“video” element a child of the “li” element and how would this code look?

Also, can I embed a video that is linked to another site?

I did try this but because I could not define the video format as it was a link, I got an error message basically telling me that the file type wasn’t supported and that the browser couldn’t find or identify a file type. I am also pretty sure I can’t set a size for the video and then have the video open on a full screen when you press play using the code I have tried, but that is the result I am hoping to achieve. Suggestions and guidance here will be greatly appreciated.

(I have tried to include my code but for some reason I can not create a code block as described How do I format code in my posts?)