See https://wordpress.stackexchange.com/q/363018 for details.

README.md

ABOUT THE FILES

1. featured-video-toggle.src.js is the custom component (named FeaturedVideoToggle) created similar to the original PostFeaturedImage component.

2. index.src.js is the file which "imports" the custom FeaturedVideoToggle component.

3. index.build.js is the build version of the files #1 and #2 above. It was generated by wp-scripts after running the npm run build command.

4. index.asset.php is also generated by the wp-scripts (version 5+ only).

And note that, in my plugin or actual code, I don't have the .src or .build in the file name. My plugin structure:

my-plugin/
	build/
		index.js
		index.asset.php
	src/
		index.js
		featured-video-toggle.js
	index.php

And in index.php, here's how I enqueue the my-plugin/build/index.js file:

add_action( 'enqueue_block_assets', function () {
	$asset_file = include( plugin_dir_path( __FILE__ ) . 'build/index.asset.php' );
	wp_enqueue_script( 'my-guten', plugin_dir_url( __FILE__ ) . 'build/index.js',
		$asset_file['dependencies'], $asset_file['version'] );
} );

And that's how it should be done — don't enqueue the source files — they may be small-sized, but browsers don't understand the JSX syntax without a compiler, and the thing is, compilers are "heavy" and can make your site slow.

Anyway, I hope the code/source helps. Cheers!

featured-video-toggle.src.js

// WordPress dependencies.
import { CheckboxControl, TextControl } from '@wordpress/components';
import { compose } from '@wordpress/compose';
import { withSelect, withDispatch } from '@wordpress/data';

// This basically simply renders the check and text boxes. And the 'isVideo &&'
// means if the checkbox is checked, we show the text box. Otherwise, it's hidden.
function FeaturedVideoToggle( {
	// These two props are passed by applyWithSelect().
	isVideo,
	videoUrl,
	// Whereas these are passed by applyWithDispatch().
	onSetIsVideo,
	onSetVideoUrl,
} ) {
	return (
		<>
			<CheckboxControl
				label="Image is a video"
				checked={ isVideo }
				onChange={ onSetIsVideo }
			/>
			{ isVideo && (
				<TextControl
					value={ videoUrl }
					onChange={ onSetVideoUrl }
				/>
			) }
		</>
	);
}

// Whenever the post is edited, this would be called. And we use it to pass the
// updated metadata to the above function.
const applyWithSelect = withSelect( ( select ) => {
	const { getEditedPostAttribute } = select( 'core/editor' );
	const meta = getEditedPostAttribute( 'meta' );

	return {
		isVideo: meta._featured_image_is_video,
		videoUrl: meta._featured_image_video_url,
	};
} );

// Whenever the post is edited, this would also be called. And we use it to update
// the metadata through the above function. But note that the changes would only
// be saved in the database when you click on the submit button, e.g. the "Update"
// button on the post editing screen. :)
const applyWithDispatch = withDispatch( ( dispatch ) => {
	const { editPost } = dispatch( 'core/editor' );
	return {
		onSetIsVideo( isVideo ) {
			const meta = { _featured_image_is_video: isVideo };
			editPost( { meta } );
		},
		onSetVideoUrl( videoUrl ) {
			const meta = { _featured_image_video_url: videoUrl };
			editPost( { meta } );
		},
	};
} );

// And finally, 'compose' the above functions.
export default compose(
	applyWithSelect,
	applyWithDispatch
)( FeaturedVideoToggle );

index.asset.php

<?php return array('dependencies' => array('wp-components', 'wp-compose', 'wp-data', 'wp-element', 'wp-i18n', 'wp-polyfill'), 'version' => '3dd0e6d1d6eeb5718f155452d70ac7e3');

index.build.js

!function(e){var t={};function n(o){if(t[o])return t[o].exports;var r=t[o]={i:o,l:!1,exports:{}};return e[o].call(r.exports,r,r.exports,n),r.l=!0,r.exports}n.m=e,n.c=t,n.d=function(e,t,o){n.o(e,t)||Object.defineProperty(e,t,{enumerable:!0,get:o})},n.r=function(e){"undefined"!=typeof Symbol&&Symbol.toStringTag&&Object.defineProperty(e,Symbol.toStringTag,{value:"Module"}),Object.defineProperty(e,"__esModule",{value:!0})},n.t=function(e,t){if(1&t&&(e=n(e)),8&t)return e;if(4&t&&"object"==typeof e&&e&&e.__esModule)return e;var o=Object.create(null);if(n.r(o),Object.defineProperty(o,"default",{enumerable:!0,value:e}),2&t&&"string"!=typeof e)for(var r in e)n.d(o,r,function(t){return e[t]}.bind(null,r));return o},n.n=function(e){var t=e&&e.__esModule?function(){return e.default}:function(){return e};return n.d(t,"a",t),t},n.o=function(e,t){return Object.prototype.hasOwnProperty.call(e,t)},n.p="",n(n.s=5)}([function(e,t){!function(){e.exports=this.wp.element}()},function(e,t){!function(){e.exports=this.wp.components}()},function(e,t){!function(){e.exports=this.wp.data}()},function(e,t){!function(){e.exports=this.wp.i18n}()},function(e,t){!function(){e.exports=this.wp.compose}()},function(e,t,n){"use strict";n.r(t);var o=n(0),r=n(3),i=n(1),u=n(4),c=n(2);var a=Object(c.withSelect)((function(e){var t=(0,e("core/editor").getEditedPostAttribute)("meta");return{isVideo:t._featured_image_is_video,videoUrl:t._featured_image_video_url}})),l=Object(c.withDispatch)((function(e){var t=e("core/editor").editPost;return{onSetIsVideo:function(e){t({meta:{_featured_image_is_video:e}})},onSetVideoUrl:function(e){t({meta:{_featured_image_video_url:e}})}}})),d=Object(u.compose)(a,l)((function(e){var t=e.isVideo,n=e.videoUrl,r=e.onSetIsVideo,u=e.onSetVideoUrl;return Object(o.createElement)(o.Fragment,null,Object(o.createElement)(i.CheckboxControl,{label:"Image is a video",checked:t,onChange:r}),t&&Object(o.createElement)(i.TextControl,{value:n,onChange:u}))}));wp.hooks.addFilter("editor.PostFeaturedImage","dsplugin/featured-image-as-video",(function(e){return function(t){return Object(o.createElement)(o.Fragment,null,Object(o.createElement)("h4",null,Object(r.__)("Image Options","dsplugin")),Object(o.createElement)(e,t),Object(o.createElement)(d,null))}}))}]);

index.src.js

// WordPress dependencies.
import { createElement as el, Fragment } from '@wordpress/element';
import { __ } from '@wordpress/i18n';

// Internal dependencies.
import FeaturedVideoToggle from './featured-video-toggle';

function wrapPostFeaturedImage( OriginalComponent ) {
	return function( props ) {
		return (
			el(
				Fragment, null,
				// Show a custom heading
				el( 'h4', null, __( 'Image Options', 'dsplugin' ) ),
				// ..then the original featured image element
				el( OriginalComponent, props ),
				// ..then our custom checkbox and text box.
				<FeaturedVideoToggle />
			)
		);
	};
}

wp.hooks.addFilter(
	'editor.PostFeaturedImage',
	'dsplugin/featured-image-as-video',
	wrapPostFeaturedImage
);