I would definitely recommend you embed the video, upload it as a moving .gif, or upload it as a still .png. Seeing only links will often make people leave because they don't see anything right away.
As for the main menu, looking great! It moves a tad too much, though. So I had limited opportunities to study it closely, and also because I couldn't zoom in on a video. In light of this, I would really recommend uploading individual assets from the main menu as still .png's, so that anyone could look at them closer and properly.