Actually E-newsletters, which are really just an email, can't contain videos unless they are included as an attachment in the email. 

Due to the file size of a video we'd never be able to send a video as an attachment. 
This is because most email programs will only accept file attachments smaller than 5mb. And most videos are in the hundreds of megabytes. 

To add to that, Email platforms don't play videos. 
Even if we could send the video as an attachment, you'd still have to open it with a separate player. A final reason we don't send things as attachments, is due to the amount of viruses and Mal-ware that are sent via email attachments. Most people are now very wary of emails with attachments and are less likely to open your email if it contains one. 

So this why the standard practice for handling videos in emails, is to simply create an image representing the video and then convert that image into a link. This link then sends your recipients to  where the actual video file resides online.