TL;DR version: No.
This video has been circulating online today.
However, the US evacuated the embassy in July as violence between rival militias raged in the capital.
In addition, foreign correspondents have pointed out that the building in the video is actually a residential annex to the embassy, and not the diplomatic mission itself.
So all we've learned from the video is that some Islamists have gained entry to an unoccupied house, and some among them are keen on jumping into swimming pools.
Operation Dawn is a coalition of Islamist and Misrata militias that last week captured Tripoli's main airport after a five-week battle with pro-government forces.