The following section of the manual describes the option of linking or embedding external video files in a project:

You are here: Project > Project Settings

http://manual.reallusion.com/CrazyTalk_Animator_3/ENU/Pipeline/#Resources/CTA3/02_Project/Project_Settings.htm%3FTocPath%3DProject%7C_____1

The right-hand section of the Project Settings dialog box is shown in the manual to have a button labelled "External Files". There is a corresponding description at the bottom of the page, which describes how this setting can be changed.

This feature is missing in the preferences on the Mac version, as shown in the attached screenshot.