Hi @MichaelSoft
As per our understanding, you wish to play the video which is stored in SharePoint,
Please follow the steps given below,
1. Navigate to the SharePoint location where the video is stored.
2. Look for additional options associated with the video.
3. Choose 'Details'

4. From here, copy the video's path.

5. Proceed to the Power Pages Design Studio and find the option for 'Video href'
6. opt for 'Video URL'.
7. Insert the previously copied path from SharePoint.

Upon completing these steps, select 'Save and Sync'.
Thanks!
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