The difference is huge. When you embed a video in a PDF, you put the video directly in your content where it can be played or autoplayed without having to click away. There is an image preview right on the page that catches the reader’s eye and shows them a frame from the video to preview its content. When you link to a video, all you’re doing is sending readers to an external page with video content. There are times when you might want to do this– if you don’t want to break up the text, for example, or if the video isn’t that relevant to the written content. But, generally speaking, embedding is a stronger choice for reader engagement.