Sure - you can most probably iFrame them in via an HTML page.

You will want to test with the setting iframe allow list as an allowed site via your platforms advanced settings.

https://help.docebo.com/hc/en-us/articles/360020079900-Managing-the-platform-advanced-settings#01H8EDJJWF1BT90H5V8V2XS0Z7

Not sure it is acceptable for the Video type learning object (only Vimeo, YouTube or Wistia) but you can always try...If not, you can always download the video and use the “File” type or if you use an authoring tool, you can include it there...

Is progress trackable if we use iFrame? 

unfortunately, the answer would be no. you can only do that tracking with a video type learning object.