It seems theres some problems with vimoe.
Embedded vimoe works fine and can be viewed in fullscreen. But if you choose only to use the link then the vimoe file cant be viewd in full screen.

From the Forums:
I'm having the same issue with Moodle 3.0.1.

I found a way to make it work. It's pretty simple.
1) Open /lib/medialib.php file
2) Find tag "<iframe …" on line 496.
3) Now add this atributes to that iframe: "webkitallowfullscreen mozallowfullscreen allowfullscreen"
The tag should look like this:
<iframe title="$info" src="https://player.vimeo.com/video/$videoid" width="$width" height="$height" frameborder="0" webkitallowfullscreen mozallowfullscreen allowfullscreen></iframe>
Now you the fullscreen button should appear in your embedded vimeo videos.
(https://moodle.org/mod/forum/discuss.php?d=323018)

Another issue is that if the video is in a group, channel or album the link doesnt work, the video is not loaded