Unlike regular linking, which takes the user to a separate new page, embed linking allows you to play media without leaving the page you are currently on. This is the most used way to broadcast live-streams. It is a good idea to use the embedded links to stream videos from platforms such as Youtube or Vimeo.
To add an embedded link, choose "Embedded Web" when selecting media.
Add an embed link and click "Add".
Add a descriptive name to the link (if not already done) and select "Save".