RH2019 Frameless (New UI): Inserting media files

Hi

I did create a video using Captivate 2019, and the options are to insert the video as Video File, YouTube, Vimeo and Adobe Captivate Demo. In my case it is a Video File. By doing so the project size increases. I intend not to increase the project size and to store the videos in a location on a server and play it from there as we click the video file on the doc.

Does RH2019 support the above functionality? If yes, may I know how can this be achieved?