On Edit mode, I want to add a video from Global reference. After adding the rendering module, and selecting the video, when the page reloads, the rendering module was added but it's not displaying the video. I'm new to Sitecore, please bear with me. Thanks in advance.
It might be perfectly normal that the video does not show while you have Sitecore in edit mode. Sitecore manipulates the page to achieve the in-line editing experience and this might or might not be compatible with the video player in use.
After adding your video module, save your changes. Then try switching to the more compatible "preview" mode and check your results.
More info on basic editing experience here: Preview a webpage