You are able to download the Choose Your Own Adventure to host it on your own VLE. The content is built using H5P, which supports most VLEs including Blackboard, Moodle and Brightspace. Alternatively you can host it on your own website.
For a guide on how to download the H5P content: https://h5p.org/documentation/for-authors/import-and-export
For a guide on how to setup your VLE to use H5P, please see here: https://h5p.org/installation