Cannot get videos from either Youtube or Vimeo to post into a slide.

I'm using Adobe Captivate 9 and I am trying to do something which I though was quite simple. I want to insert a video into a slide. I am trying to use the media menu, and also trying the Learning Interaction widget. I have tried the sharing URL (and tried also with the embedded code) from both YouTube and Vimeo, but all I get was

an error saying that the file was invalid.

I've also tried loading video off my computer, with similar effect.

Can anyone please advise me?

Thanks