Hi,

Currently, this theme doesn't support display video on the thumbnails.
But, I think you can go to Customize > Other Layout Options > and check to "Enable Click on Posts Thumbnail to Play Video"

And when you click on the thumbnails, the video will play on the overlay - please make sure you're using Video Posts Format and use latest version of Soledad theme ( version 4.0.3 )

Best Regards,

PenciDesign