First of all, find the video you want to embed, there are lots of places you can find video. However these steps are for Youtube.
After finding video open the video and find the share button then clik it.
In this step click the embed button.
New box will pop up, at that box you will see the embed code. Copy it.
Now paste it to your web page at the palace where you wold like the video show up.
Now you can freely watch your video on your website and enjoy it.