Adding video from you Youtube channel is really simple, just copy and paste the web address like this:
This will pull into the website the video and display it.
Displaying your own video file is a lot trickier, as it involves encoding the video into various formats (MP4, Webm and OGG) in order to display on all devices (PC, Apple, Android). If you want to get into this I can show you more, but it is technical, and involves more than simply uploading one file. The code below is embedding a video file hosted on the website itself, and so not governed by Youtube or Vimeo rights management.