The first step of the process is to find which video you would like to add I am going to add this Video
After you are on the video you would like to add click the share button
Next click the embed button
Now you will be able to choose the settings you would like to add to the video, I recomend having "show player controls", but choose them to your liking.
Then just click the copy button
Now you can take the html you just copied and paste it where you would like it to be present, you can now add more setting and styling to your liking.