While Youtube is the more popular option, Vimeo is more popular with certain communities.
Click on + Add Vimeo button
Add your Vimeo username (you can learn below how to locate it if you're not sure)
Click Save and you should see your latest video
Here's how to find Vimeo Username utilized in external sources configuration.
Start on http://www.vimeo.com and log into your user account.
Click on Me on the Vimeo web page and then on My Profile.
Your Username is in the URL of that page, specifically the part of the URL after the .com/