In summary you would have to do as demonstrated in the code below.
1º Define all links with the same class;
2nd Place a id unique to each link, as shown in the example below;
3rd Insert the case for each link, setting the address src of each video.
$('.linkvideo').click(function(){
var link = $(this).attr('id');
switch(link){
case 'link1':
$('#fonteVideo').attr('src', 'https://www.w3schools.com/tags/movie.mp4');
$("#divVideo video")[0].load();
break;
case 'link2':
$('#fonteVideo').attr('src', 'https://www.w3schools.com/html/mov_bbb.mp4');
$("#divVideo video")[0].load();
break;
}
});
<script src="https://ajax.googleapis.com/ajax/libs/jquery/3.2.1/jquery.min.js"></script>
<a href="#" id="link1" class="linkvideo">Link1</a><br><br>
<a href="#" id="link2" class="linkvideo">Link2</a><br><br>
<div id="divVideo">
<video width="320" height="240" controls>
<source id="fonteVideo" src="">
</video>
</div>