Hi there, @AubreyJRutledge ...
I am guessing that the video you are referring to in your course might look something like this?

If that's the case, then I am assuming that your instructor had embedded a Canvas tutorial video into your course that used to be hosted on the Vimeo website. Recently, Instructure (the folks that make Canvas) transitioned away from having their tutorial videos on Vimeo's website, and Instructure is now using their own Studio platform to host these videos. By chance, do you know what the subject matter of the video was about? If so, you can probably find the video by going to this page:
Video Guide - Instructure Community (canvaslms.com)
So, in summary, if your instructor was intending on linking to a Canvas tutorial video, I can almost guarantee that this is not a technical issue on your end. Rather, it's a matter of your instructor needing to fix links on his/her course pages that have tutorials like this from Instructure. You might want to pass along the following link to your instructor to let him/her know about these recent changes...as my guess is that your course isn't the only course at your school that might be using Canvas video tutorials in this way.
Video guides migrating from Vimeo to Canvas Studio... - Instructure Community (canvaslms.com)
I hope this will be of some help to you! Sing out if you have any questions...thanks!