YouTube uses HTML5 video, not Flash, by default. The message "Click here to visit our frequently asked questions about HTML5 video' further indicate the video you are attempting to view is HTML5 video, not Flash
The AutoDesk videos are definitely Flash, but Flash Player is not getting invoked. As the message above says, YouTube is an HTML5-based video player. Either your local network administrators have pushed out strict security controls that are interfering with IE's normal ability to operate, or something is wrong on YouTube's end. Google Chrome is always a good bet when using Google's services, if you're able to install another browser on your work machine.
In this instance, AutoDesk is making assumptions about that fact that Flash Player will be available when installed, and while those assumptions help up a year ago, they are no longer true.
I'm able to get this working in Firefox (IMO, they have the most user-friendly implementation of click-to-play for Flash at this point) by clicking the plug-in icon in the address bar and choosing Allow and Remember for Flash Player.
I'll be more than happy to pass the autodesk links along to the Google and IE teams as examples of sites that are broken by their click-to-play implementations.