Tomoli,
The default "Videos" plugin simply let's users paste video embed codes (like from Youtube or Dailymotion) and share it as a post. This means that they appear as iframes of that website's video on yours. You can't place advertisements into those videos.
However, you can use Oxwall's free "Advertising" plugin to paste custom banner codes which will display the ads on the top and bottom of each page of your website.