Hello,
You can get the Embed code from Youtube or from any video hosting company and use Object>Insert HTML in Muse. Insert the HTML Embed code there.
After that place the Lightbox widget on your page and Drag and drop that inserted HTML inside the Target container of Lightbox widget.
here is a smaill video which I created : http://trainingwebcom.worldsecuresystems.com/SachinFTP/2013-07-05_1416 .swf
Hope this helps.
Regards,
Sachin