To my knowledge, CNN did not show it. Please let me know if I am misinformed.
There was a link to it on their website this morning with a warning of Graphic Violence. When I clicked the link, it stated you had to have real-pass to view, but to my knowledge, they've not done the same for the be-heading videos, etc. Also, on headline news last night, I saw snippets of the video, but not the entire thing, but I didn't watch the entire segment either.