In order to add images to a gallery or a project just click on the camera icon and a modal will show. Here you can Drag & Drop images from your computer or add existing images on the site to the gallery.
In the same modal window, after adding images you can drag and drop them to change their order.
Every image from the gallery can handle a Youtube or Vimeo video. From the modal window, when you select an image - an optional Video URL input field appear on the right sidebar. There you can just paste the Youtube/ Vimeo URL link. Now that image if is on a Gallery Grid template will open a video in a modal window or if it's in a slider, the video will be shown as a slide - simple as that.
Also you can set external links for each image from the gallery.
Here is a video that show you better how things are working.