You must acknowledge your sources. For YouTube Creative Commons videos, you should reference the CC-BY creative commons licence as well as the creator of the video.
If your lecture is due to be recorded you should:
You can link or embed virtually any video on GSM Learn
You can clip a video if the licence allows it. All Creative Commons videos on YouTube are Creative Commons Attribution CC-BY. This means you can 'clip' extracts from a long video so students only need to watch the relevant portion.
On Vimeo, licence information is just under the video
In the absence of information about licensing, you need to assume that you cannot copy or clip the video without the creator's permission