Virtuagym has recently added the possibility to embed a YouTube or Vimeo video in your community and groups. To achieve this, all you need is the right link from YouTube. This is the link, that starts with:
http://youtube.com/watch?v= This link is followed by the VIDEO ID.
Once you've added the video as a message to your group, the video will stream from YouTube. At this moment, the only suitable channel to do this, is YouTube.
You can also add pictures to your message which you can upload from your own computer.
To add a video to a custom activity, read this article.