Video is not embedded correctly:
Vimeo and YouTube offer you embed codes for uploaded videos. However, you are encouraged to use the blue "Embed Video" Button in Wordpress. Insert the link (and only the link! not the embed code) in the pop up windows. For pictured step-by-step instructions, please check the tutorial document
Video is not allowed to be embedded:
If you have embedded the video correctly and it is still not playing, it might be because of limitations set by the video uploader. If you (or your organization) have uploaded the video, you can change these settings on the Vimeo or YouTube Website. Otherwise you need to contact the uploader and request a change of permissions. If the settings are not changed, you can not use the video on EDNH.