Cant seem to copy video mp4 file

I am trying to copy a mp4 video file to Scrivener.
The option says copy or alias.
I choose copy, but the file is still only a reference to the original file on the desktop.

I would like to copy it entirly.
How do I do it?

File > Import > Import Files… or just drag the MP4 file from the Finder into Scrivener’s binder (not in the Draft folder though).

All the best,
Keith