First step is super simple: go to the website where you want your video hosted from. I am using Youtube for this tutorial but its likely that other services are similar.
Next, go to your desired video and hit the share button (this is near the likes and dislikes).
When you click "Share", a card should pop up. Within this card there is an option that says "Embed", click that.
My website had an accident but all that needs to be done now is configuring your settings and copying the text into your website.