When adding a video url I get an error message about Curl
In version 4.1 and above you can add video by pasting a url from youtube or vimeo. When you save the url, the gallery will make a request to the video hosting site, and try to download the videos preview image. To do this the gallery uses the php extension Curl. If your webserver does not have the php extension Curl enabled, then the gallery can not download the videos preview image, and an error about curl not being enabled will show.
In the short term, you can manually add video by uploading a image and copy and pasting the video embed code, please see this page for more info.
To allow adding a video by url, please ask your webserver admin to enable the php curl extension. Curl is a very common php extension used to fetch other website data.
If you manage your own webserver, please see this page for info on enabling curl.