In the AWS Privatelink video, the diagram shows connecting to S3 bucket from VPC using PrivateLink, However, S3 and DynamoDB do not have PrivateLink yet, it is through the VPC Endpoint only they can be connected, There are lots of other AWS services like Kinesis, KMS etc that can be used over a PrivateLink. AWS has plans to provide PrivateLinks to S3 soon but it is not available as of today.
I just pushed an edit for that video to insert the VPC Endpoint discussion before I show an example. For S3 I did change the slide title over to Gateway to remove confusion. I think talking about PrivateLInk then going into the two VPC Endpoints is clearer.