what i think they're referring to is this archive link of a wapo article by bob woodward in 2016 which started off with:

One of the most important phases of the transition to power for President-elect Donald Trump includes briefings on U.S. intelligence capabilities and secret operations as well as separate descriptions of the extraordinary powers he will have over the military, especially contingency plans to use nuclear weapons, according to officials.

In 2008, after then-President-elect Obama was given one sensitive intelligence briefing at a secure facility in Chicago, he joked, “It’s good that there are bars on the windows here because if there weren’t, I might be jumping out.”

Though Trump has been given some intelligence briefings on threats and capabilities, there are a series of separate briefs scheduled for the president-elect into what Obama has called “our deep secrets.”

it wasn't something that was ever caught on video as far as i can tell. their memories are getting things jumbled into a mandela effect where they recall watching him give this as part of a speech, but i think it was originally reported by woodward in the article i linked above. it's not in the speech linked in your screenshot. i remember that one, it was just a bunch of platitudes about how he definitely didn't want to be assassinated and is therefore 100% supportive of the cia and their efforts.