is the video located in the same folder as the details page?
that will only work if they are in the same folder. if they are not in the same folder, you need to add the path.
say for example that the details page is at the root of the site:
and the videos are stored in a subfolder named videos:
the source for the video:
<source src="<?php echo $row_WADAvideolessons['Video']; ?>" type="video/mp4">
would need to include the folder name:
<source src="/videos/<?php echo $row_WADAvideolessons['Video']; ?>" type="video/mp4">