HI there,

if I create a menu item "Video"
All of the published video link leading to the page "Groups"
Off the menu item all works

Yes but it will shown only all the video posted in open group. Others type of of group "close/invite only" will not shown on your menu. You can create it by got to Backend>Menus>Menu item>Create new menu as shown http://prntscr.com/cz271i.
Hope this helps