Collection pages are the worst place on a Shopify store to get video wrong, because one heavy grid
Collection pages multiply the cost of video by the number of products on the grid, so a technique that is fine on a product page can double a collection's load time.
The theme's built-in Video section is the cheapest option but it only gives you one video per page and no product tagging.
Editing card templates to play video on hover works on desktop only and needs strict poster and preload rules to stay fast.
A lazy-loaded app widget placed above or between grid rows adds video without touching the theme's card markup and survives theme updates.
Yes. Dawn, Horizon and most Online Store 2.0 themes include a Video section you can add to the collection template in Online Store > Themes > Customize.
The full guide has the formats, the deadlines and the worked examples.