When creating recording classes, you have the option to enter a URL to an existing video that you host on Vimeo, Youtube, or elsewhere. Rather than the public URL, the system is looking for the link found within the embed code (or the direct link to content on your own server).
Get the embed link for your content and find the link there. For example, this is what it looks like for Vimeo. The embed link in this case is https://player.vimeo.com/video/521162864.