Videos uploaded to Vidyard do need to be embedded onto a webpage in order to be publicly accessible.
If the default player setting is to have a Sharing Page, then each player that gets created will have it's own publicaly accessible page at https://embed.vidyard.com/share/*UUID*, containing the player and some associated metadata such as the player title.
This means that you do not need to embed the player on your own or another domain for people to be able to see the content.
You can check to see where the player has been watched by looking at the information in the Player Insights page, under Demographics
If the domain is embed.vidyard.com or share.vidyard.com, then this confirms it was a sharing page where the view was made.