There are a couple ways you can put a video on your site.
1. Embed YouTube/Vimeo Video
2. Upload Video into our player
To add a YouTube or Vimeo video to your site you will need to have first uploaded your video to YouTube or Vimeo. Once that is complete you can get what is called an "Embed script" that will show the YouTube or Vimeo player with your video on it, in your site.
Here is how you get the script on youtube: