When you post a thread at the bottom is the option to upload attachment. If you know where the location of the video file on you hard disk you would browse and find your file and add it as an attachment. After it is added you need to click the place inline button which displays your upload on the screen wherever the curser is at. Is there a problem during this process, like it is not accepting the file's name?
If you want to embed a youtube video, you can use a BB code. E.g. to insert this video: https://www.youtube.com/watch?v=dQw4w9WgXcQ use this code: [youtube]dQw4w9WgXcQ[/youtube]