Unfortunately this slider doesn’t have that option. The Genesis Slider only shows the featured image of posts and pages. If you want a slider that can upload videos you’ll have to search for one that can do it. I have one that comes with the Ally theme that has this option. If you’re interested, you can take a look at codecanyon.net and see which one may work best for you. I’m using this one – http://codecanyon.net/item/layerslider-responsive-wordpress-slider-plugin-/1362246 for the Ally theme.