In powerpoint, the videos are not embedded directly in the video, but indexed to another place on the drive. When you click on the video, you’re basically clicking on a link to access that area of the hard drive. My guess is that you downloaded the presentation from your course. The powerpoint presentation will be there with all the pictures (which are embedded), but the videos weren’t downloaded with it. And even if they were, you’d have to reindex them in the presentation.