The most common reasons why the video lightbox is not functioning properly are:
1) The script codes are not inserted
Review Step 2 and 3 the installation to see if you have inserted the script codes properly
2) The js files are not uploaded
Review Step 5 of the installation guide to upload your js files.
3) The script codes are pasted in the wrong page layout
The video lightbox will only work on the page layout that you inserted the script codes. For example, if you are using the tall-header page layout, but you only pasted the script in no-header page layout, any video lightbox you use with the Tall Header Page Layout will not work. Double to see if you are using the page layout you have the script codes inserted.