Simply follow the 3 steps in the link below to generate a HTML snippet so you can copy and paste it into your new widget:
[ https://developers.facebook.com/docs/plugins/embedded-video-player#add-code-manually ]
The code is pretty much like this:
Our team is not able to assist you on installing and maintaining third-party application codes in any way.
Adding scripts, snippets and other pieces of code in Custom Content Widgets may crash your site. We recommend to create a custom page to test widgets before changing the live version of your pages.