cant figure out how to add videos

Hi.
I dont understand how to add videos to a gallery. In other Gallery plugin, if I add an image, I can click on that image\’s \”Videos\” tab and enter a URL to a video file, and it works – but is that the only way to add a video? That means I have to manually extract a thumbnail for every video I want to use, upload tht thumbnail as well as the video, and then add the thumbnail as an image to the gallery then manually enter the video\’s URL. Do you have another way?

Thanks for your help.