I wonder if there are any way to embed a video that plays video advertisements before loading video. If it is, how can I do that?
If the video is going to be from another company other than Wix, then remember that Wix won’t provide support for any code that comes from a third party provider, you would have to go back to your own third party support to get help from them.
https://support.wix.com/en/article/using-iframes-to-display-visible-content-on-your-site
If you have got a video player set up on your page to play a video from your media manager or an external link and you want to show a third party advert first through html before the video plays itself.
Then you can look at using the html component and use code to pass data between the page and the html component to tell the advert to play first and then when that finishes, to pass data back to the page to tell the video to start playing.
https://support.wix.com/en/article/corvid-working-with-the-html-element
https://www.wix.com/corvid/reference/$w.HtmlComponent.html
Note too that internet browsers will not autoplay videos nowadays anyway or they might play however they will be muted.
https://support.wix.com/en/article/autoplay-for-videos-in-wix-video
https://support.wix.com/en/article/autoplay-on-desktops-and-laptops
https://support.wix.com/en/article/autoplay-on-mobile-and-tablet-devices-5690550