Hosting online videos is a tricky and expensive process. Videos are resource hogs. Their files are very large compared to a page of text, and bandwidth requirements are also bigger. If a video is popular, it can grind the performance of your entire website to a halt.
For this reason, we have always advised hosting your videos on YouTube.
Any YouTube video (or even a playlist of videos) can easily be hosted on any of the editable pages on your site. Follow the instructions in the link below, and simply paste the code that YouTube gives you into an editable content section of your page.
YouTube help page > Embed a video or playlist: https://support.google.com/youtube/answer/171780
A word on accessibility.
Videos are a great way of conveying information to a wider audience, but consider the deaf, or the person who cannot play sound on their computer or device. It’s common nowadays to include a video transcript below a video.