There is a designated slide type for video and it allows you to link to videos on Youtube, Vimeo or your own self-hosted ones.
Note: If using the video slide type then you must select the option to 'Enable video' in the parent Splider stack. This is required to initialise the code required for the videos to work. There are some global settings included there that let you control the behaviour of videos (more information).
Select from YouTube, Vimeo or self-hosted
Provide the url to the video. On Youtube this will look like 'https://www.youtube.com/watch?v=MM62wjLrgmA'. On Vimeo it will look like 'https://vimeo.com/20751513'. Your self hosted video url will look something like 'www.mysite.com/videos/myvideo.mp4'.
NOTE: Certain YouTube videos will not display in Preview and will show as 'Video unavailable'. This is due to some videos being set up to not allow being played on a localhost. It will (should!) work fine when published.
You can opt to supply either a warehoused or local image for use as a placeholder image.
You can also add an alt tag for the image and set it to be lazy loaded (like with the Image slide you need to also enable a lazy load mode in the parent stack if using this option).
When using videos there are some settings in the parent stack that will allow you to control video behaviour (e.g. autoplay, mute, loop etc). You need to 'Enable video' in the parent stack to reveal these options.