There are two options to choose the gallery mode you want to use for your video and audio file: by choosing WooCommerce Gallery, videos and audio files (featured ones excluded) will show in the WooCommerce gallery. By selecting Plugin Gallery, videos and audio files (featured ones excluded) will show in the related gallery.
If you use the plugin in combination with the premium version of YITH WooCommerce Product Gallery & Image Zoom, you can enable the option you’ll find in the Gallery settings section: in this way, video and audio contents will be played in a slider, replacing the featured image, and no longer in a popup window.
With the “Video and Audio in sidebar” option, you are able to add a widget with the video and/or audio. Go to Appearance -> Widgets -> add Featured Audio and Video widget. Audio and video sliders will show in a sidebar instead of under the product image gallery.