1. First click the plus sign with the circle and a line attached to see the drop down menu.
2. Then you will see content market, click that
3. Next click Echo360 embedded video
4. Next click launch media picker
5. Next you will have the choice to choose from your created videos
Here is the link to the article on How to record a video using echo 360 ?
5. Click on the the video you want to put into your course.
6. Finally, hit next, then embed.