To add Pexels Videos API to CE.SDK, you should define an asset source by following the instructions in our documentation, which includes an example for Unsplash.
For video, the process is the same, but using the Pexels API instead. The asset objects returned by this asset source should resemble the objects seen in the video uploads. Most importantly that the meta objects include the mimeType, e.g. mimeType: "video/mp4