We don't have a WeTransfer integration in Trayn. The problem is that the files are only stored permanently on WeTransfer, if you have a pro account with them. Hence, there are not a lot of users that want to link WeTransfer to an exercise description. 

Additionally, WeTransfer does not offer a programming integration we can use in Trayn to show a nice preview image as we do with DropBox.

For videos, you can always link "unlisted" YouTube videos. They are fast (crazy servers) and can be opened on any device, and as with DropBox only someone with the link can open the video.