Trouble with Video Component in HTML5 Canvas

I'm realitivly new to Animate so I'm just trying to test this and I can't seem to get it to work. I've followed all of the articles I could find about adding an embed code from a Vimeo video and nothing is happening. I've set this up as a 300x250 HTML canvas, grabbed the embed code from a video on our vimeo page, add it to component parameters, try to preview it and nothing is there. Tried publishing the project and nothing is there as well. 

Any suggestions? I feel like this is super basic but for some reason I can't get it to work.