Add video embeds of the YouTube training course sections to pages where they add value

[stichbury]

Description

Initial ticket to experiment with adding video for the course where it's most relevant in the docs.

## Context
In the past I've done this with an iframe but I'll look at alternatives -- there must be a sphinx extension by now for youtube that we can use.

• Documentation page (if applicable):

[stichbury]

@astrojuanlu Think there's something wrong with the template since the "Context" subhead isn't rendering as it should? I tried to fix it in #3538 but 🤷‍♀️

Edit 22/01: Fixed it in the PR.

[astrojuanlu]

Ugh, yeah sometimes I accidentally do Cmd+Space and I insert a non-ASCII space, which breaks Markdown. My bad.