When you create a player using any type of video you can add CTA on the video. In order to add CTA under Customize options click to turn on the toggle button next to CTA.

Copy and paste your CTA image URL/link in the field next to CTA Image URL. Enter your CTA link address in the field next to CTA Link. Adjust your CTA image position by entering X and Y position in % next to CTA Position X% and CTA Position Y%. Click Save to apply changes.

Your CTA would be added to your video. In preview you'd be able to see your added CTA.