Embedding Stream Videos (SharePoint) into Microsoft Teams

AndyCheung - Sorry for my delay in responding. Have you figured out what you need to do? From that screen shot and your further details it sounds like you granted access to the videos to the Teams teams/group correctly. But the videos are in your OneDrive so the only way someone is going to be able to see them is if you give them a link to them. The act of granting permissions is just access it doesn't make the videos show up in the Team. This is the same way all files in M365 work. Either the files are uploaded to a Team or site and show up there in the documents / files list or they are in your OneDrive and only accessible via links. 

Do you want to move/copy the videos into the Team? So they show in the files tab in Teams? 

Or you could make either a Playlist or a SharePoint page that points at the video files in your OneDrive, then you could add that SharePoint page or MS List playlist as a tab in your Team.