If you want to add personalized/different video to each lead, you should follow these steps:
Create a new column and name it "video".
In your Loom video link, go to "Share", then click on the "Embed" tab, and grab the Thumbnail code.
Use the thumbnail code from your Loom video and paste it in the column for each lead (if you want a different video for each lead, paste the different code every time, just make sure you paste the whole code).
Download the CSV and upload it to Instantly.
When mapping the columns, use "Custom variable" for the Video column.
In your Instantly sequence, insert the video variable.
Send a test email to double-check that the video works.
When the thumbnail is clicked, it takes you to the Loom video link where you can play the video.