Remember to use the Search when you try to find the right picture/file/media in the dialog box. You don't have to remember the whole name of the file you're looking for. If you just remember a word or few letters that it contains, SOLU will find all the matching results.
You can embed Youtube video to page using the Youtube video url.
Its recommended to add videos to Youtube, because Youtube compresses the video and you dont need to worry about codecs.