Example of embedding a video on the intro screen.
Here is the HTML example:
<iframe style="width: 700px;height: 400px;" src="https://www.youtube-nocookie.com/embed/KeJJ34BvA7Q" frameborder="0" allow="accelerometer; autoplay; encrypted-media; gyroscope; picture-in-picture" allowfullscreen></iframe>
Note: On the Intro panel, the width and height must be set via the style attribute.

Steps
Embed Videos into Scenarios
Step 1
Within the Markdown content for Katacoda you can embed any HTML element, this means you would have the ability to embed YouTube videos, such as the example below.
The HTML included is:
<iframe width="560" height="315" src="https://www.youtube-nocookie.com/embed/KeJJ34BvA7Q" frameborder="0" allow="accelerometer; autoplay; encrypted-media; gyroscope; picture-in-picture" allowfullscreen></iframe>