Play Video In Excel Spreadsheet

Hi

I'm trying to get a video file to play directly within a Excel spreadsheet but not having much luck.

I tried following:
https://www.extendoffice.com/documents/excel/4483-excel-play-video.html

But I'm not able to get the window to pop up to select the video file.

I embedded the MP4 via Insert-object but when you click on the area it opens the video in a new window, I want it to play within the spreadsheet.

The video is essentially a powerpoint I converted, ideally I'd like the powerpoint to just play/loop but if not then the converted video file will suffice

Is anyone able to advise on how I can do this please?