If that content belongs to you and is your own property then you can obviously put them as course. But if you are going to take someone else's videos that is not allowed as udemy clearly states that " the video must belong to you". If you want to give links to particular videos then you may add that in course resources but that will be uncomfortable for students to switch sites and get information from a free platform after paying on another platform. Hope this helps!
I would be hesitant to do this. If it's maybe 1 or 2 videos and they are relevant, then I think it's OK. But imagine your students thinking that they just paid money to get links to youtube videos... that's a recipe for refunds and low course ratings.
That said, in one of my courses I provide a link to a video on my youtube channel (the video is my creation, not someone else's video), but I make it clear to students that it's a resource for students who want to learn more about that topic, and it isn't actually part of the course.