To add a video to your post, just copy the link from your chosen source (most places offer an easy 'share' buton of some sort, and wrap in the Media Embed tags.
Some sources, such as YouTube, don't even need tags anymore. Just paste your link in and it will know what to do with it.
Step by step instructions. (For Windows users)
From your chosen source, copy the share link that is usually given.
Paste into your post, and wrap the link using the Media Embed button.