How to (correctly) embed a Facebook video?

It worked correctly for me, however I used the wp_enqueue_scripts hook to add the JavaScript.

function mytheme_enqueue_scripts() {
    wp_register_script('facebook-video', 'https://connect.facebook.net/en_GB/sdk.js#xfbml=1&version=v3.3', '', '');
    wp_enqueue_script('facebook-video');
}

add_action('wp_enqueue_scripts', 'mytheme_enqueue_scripts');

• Do you see any errors in your browser console or network tab?
• Do you see the JS added to your page if you inspect?