Are you talking about having a video that you review and you want to share your feedback in live with the student while you both look at the video? I consider this outside the scope of the program, mainly because there are many external software that let you do this easily.
For this you can use anything that let you share your screen or a specific window. Video conferencing applications typically have this, probably the most natural solution in a remote training scenario since you would already be using this to communicate. So Zoom, Google Meet, Teams, etc. should all work, look for their screen sharing feature. Instant messaging apps like Whatsapp or Discord also have this.
Or are you talking about getting the live feed of the student while they are doing an exercise, and you receive their video stream as fast as possible so you can give them feedback in near real time? Where it's the student that's doing the broadcasting? Maybe by saving the files on an online drive.