Do you mean the sample videos on the home page? All working well for me. What do you get when you click them? They should point to Vimeo and open the video in a lightbox.
E.g. on selecting 'Surf the Web with Microsoft Edge' I get a Vimeo page saying "Sorry, we couldn’t find that page" for URL https://vimeo.com/252211328
Ah, that could be because I've enabled domain protection so the videos can only be accessed when clicking the link from my site. If you open the link in a new tab for example, you'll most likely get that error. Are you opening in a new window or just regular left-clicking? I think/hope the latter should work.