Out of the box you only have the UI for post archives. But, there's a filter in place where you can specify anywhere else you'd like it used through code.
See the first example in the wiki: https://github.com/billerickson/Genesis-Grid/wiki
Assuming your taxonomy is called 'video-category', you'll replace is_post_type_archive( 'portfolio' ) with is_post_type_archive( 'video' ) || is_tax( 'video-category' )