Best way to set up videos in CoursePress

I'm setting up CoursePress course and am wondering what the best way to do the video part is. Right now I'm linking to the videos to my Google Drive account link. This seems like not the best. Should I upload the files instead? I was worried that it would slow down load time. Also, wondered how to get videos to show on coursepress like they're embedded. Right now, it only shows a link which is not pretty.