Responsive player / embed

I am trying to replicate the demo on my server. I pasted in the code taken from the source on this page:

https://forum.kaltura.org/clicks/track?url=http%3A%2F%2Fplayer.kaltura.com%2Fmodules%2FKalturaSupport%2Ftests%2FRWDMinimal.html&post_id=7003&topic_id=4150

and all I see is a black border and no video inside. What am I missing here? How does the embed code know which server to connect to?