Video links can be embeded on your website.
You should not upload videos to your website. Placing videos files there will require them to be downloaded for viewing, which is not the best method.For many technical reasons, videos should be stored and displayed with a video service, such as YouTube or Vimeo. YouTube will let you store and display your videos without charge. You would place a link to the video on your website.
It can also embed a video on your website, which uses a link to your video. The video remains on your video service, but a special “window” is created on a page to display the video. To try this, use the “Insert” tab at the top of the page editor. Use the “Insert External Video” button and paste in the link to your video.