After locating a video of interest, click the "Share" link at the top.
Copy the permalink or the embed code provided and place it in your course. (WARNING: Embed codes must be inserted in the HTML editor for them to work.)
NOTE: Through an LTI app, Films on Demand videos can be embedded into Canvas courses for on and off-campus viewing without worrying about going through EZproxy and authentification. View the Integrating Library Resources into Canvas handout for instructions.