Click on ...
Click on </> embed
Copy the URL (in blue) and eliminate the tag information and clean it so it looks like this:
https://www.facebook.com/thrillisttravel/videos/1406874662773756
It is possible to make it pretty by doing a print screen or have an image and then take like this: [ image address ]( link to video ). Until they STEEMIT modify the link tag to have an option to automatically open a new tag, you can tell people how to hyperlink to a new tab (_ Right Click on Image and open in new tab _)
Right Click on Image and open in new tab