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.