To add a Vimeo video to Squarespace, you can use Video Block or Code Block (with embed code).
A.Use Vimeo Embed Code
With this way, you can set autoplay, controbols…and other things.
#1. First, on Vimeo , hover on the video and click on the Share icon
#2. Next, click on the Embed code and Copy
#3. Edit the Squarespace page where you want to embed Vimeo video > Add a Code Block
Paste the code
#4. Result
B.Use Video Block
#1. First, on Vimeo , hover on the video and click on the Share icon
#2. Next, copy the video link
#3. Edit the Squarespace page where you want to embed Vimeo video > Add Video Block
#4. Click Add Video and choose ADD FROM LINK
Enter your link and Add
Result: