If you set it as the post link it should embed automatically without needing to put anything in the post body
If that doesn't work, you could also put it in the body like you're trying by using this format:
![](https://your/link/here)
It's also the same way to embed in comments
This one might be tough to make work since it's a webm file rather than a real gif file. Lemmy and the various apps don't do a great job handling video file formats.