Are you on GoCentral Web Builder? If so only one link can be used per video widget. So you would need to add another video widget for each additional URL/link.
What you can do to give the perception of multiple videos under one title/heading is to leave the Title field blank on widgets added after the first that has the title/heading.
I would like to make a list of videos from lines of text.
The name of the video when clicked, links to the actual Vimeo video and plays that video.
Is there a way to reduce the size of the thumbnail of the video so a list is possible?
If not, can this be done with HTML code?
You can create a list using HTML code. For each bullet you would add your video link code.
If you are on GoCentral you would then use the HTML widget to add your code to a page.
As far as changing Vimeo's thumbnail size you would need to check their help resources as to what is possible.