I don't think he wants the videos themselves embedded in the documents. Rather, he wants them to work the way web pages work -- with a clickable image that plays the video hosted on, say, YouTube.
He pasted the embed codes into the Word docs, and they just look like HTML code; they look the same in the PDFs.
I don't recall seeing any PDFs that have videos in them like this.
Is it possible? If so, how?