Adding a Video Pop Up Window in the Webform Label: not working

PURPOSE:
I have created a web form with 4 questions. My audience will be able to choose theirs answers from a selection box.
Because there might be confusion about the question, I have created 4 short videos so that my audience has a full understanding of the question and so that they are able to answer each question accurately.

ISSUE:
I learnt that the web form module doesn't allow full html

SOLUTION
Googling for a solution I stumbled upon this module. I configured the web form settings (full html) and added the html in the label field. Like this:

What is the preferred duration you have in mind?

Even without the colorbox, the link doesn't work. Like in this example:

How many locations do you think we will be using?

QUESTION:
What am I doing wrong? Your help would be much appreciated. Thanks!