Get the embed code from Stream
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In Stream, select Share from either the video page or when finding videos through search or browse.
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Select the Embed tab.
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Copy the embed code.
Insert embed code into Sway
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Open Sway.
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Select Cards on the top navigation bar at the top of your Sway.
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Select Embed within the Cards pane, then paste your embed code to the new embed card that appears in the Storyline.
Source: Microsoft