I know how to do it from youtube, but not quite sure how to do it from another source.
Youtube is quite easy. Go to the video you want and on the right side of the video there's a link that says "Embed" - copy that out and paste in your post. You'll actually find that much of what you copied and pasted is excessive. You may delete all of the typing prior to the first www in the post. You then may delete all of the typing after the subsequent " (including the "). Click on preview and you should have your video posted.
There may be an easier way, but it's the way I know and it's pretty easy.