The player just links to them, so you should be fine. My app has a significant video component to it, and I’m linking to dozens of Vimeo clips in it ranging from 10 seconds to 10 minutes in length. My app’s Installer is about 48 MB’s.
The native Adalo “PlyrVideo” component actually handles Vimeo clips perfectly. Just paste in Vimeo’s provided URL’s like you would a hosted.MP4 file, and it works like a charm. The only caveat is that you need to be on Vimeo’s “Pro” plan, as it provides you with the video file links you need to pull this off:
I can’t speak to the copyright issues. If you’re not creating original content, that would be between you and the copyright holders. I’m only speaking to the technical capabilities of Adalo and the associated video player.