When I tried to simulate the same effect by pasting the code from these sites into a web page the video images and pictures just acted like normal links.
Any ideas how to create this effect would be most welcome.
That is a JavaScript “lightbox” effect. In this case, they are using Lightbox Evolution, but there are lots of scripts like this out there that are free, like Slimbox, Fancybox etc. You’ll need to learn the basics of installing jQuery, but it’s really easy.