Hey ​@Leonor Castro Lopes! Is your video embedded or uploaded? Figma Sites doesn't currently support native video uploads, so if you aren't already, I recommend using a YouTube embed or the generic URL or HTML embed if your video is hosted on a different platform. 
 
You can learn more about this here: Insert blocks, embeds, webpages, and design libraries into a site
 
If you are using an embed but are not seeing what you expect, could you share a brief video recording of the issue so I have a better understanding of what you're seeing? Please be sure to include the whole window, showing the properties and layers panels and relevant layers expanded to give me added context.
 

Is it working now?

Hey ​@Eduardo Talley, Figma Sites doesn't currently support native video uploads. However, you can do this by using a YouTube embed or the generic URL or HTML embed if your video is hosted on a different platform. Feel free to check out this Help Center article for more information: https://help.figma.com/hc/en-us/articles/31242773374615-Insert-blocks-embeds-webpages-and-design-libraries-into-a-site. 

Let me know if you have further questions!