In the left hand course navigation side, click on the Modules link. If you haven't already done so, click on add module to add a module to your course. From there click on the add item button to add to the module.
In the Add drop-down menu make sure to select the External Tool option. Click on Studio. It will take you to your Studio Library.
To upload new Studio media, click on the Add button. Remember you can drag and drop files into this particular window. The max file size for an upload is 10 GB. Hover your mouse over the media you want to add into the course. You will see the default tabs which include Details, Comments, Insights, and Captions. Toggle the Display Download Option on to allow the download option.
Click the Embed button
You can click on the check box to load the media in a new tab when a student clicks on it. Click Add Item
You should now be able to view your media in the Module