Try this first: Open your video on media player or whatever you use. Copy the video address and then just past it into the post and see if it just shows up. A lot of times that works for me like with certain media player videos and especially gifs.
If that doesn't work, click on the first set of 3 vertical dots in your post tool bar, the one right next to the image icon that shows the pyramid in the center. Once you click the 3 dot icon, you'll get 'more options' and one of those options is "media", again an image icon with the pyramids in the middle and a 2nd box behind it that looks like a TV screen. Click that icon and you will get this for the URL options that you can use depending on what format your video is:
Help
If none of those work, then click "help" and see if that helps you. The one that is marked xxxxxxxx is Live leak which makes me think this forum doesn't support videos from that site because they're too graphic.
Best way really is open a YouTube account and you can easily upload your videos on there and then link them on here. Or Imgur for that matter. I use them both, mostly imgur for pics. But you can also upload pics in your picture file straight from there to here. Hope this helps.
What format is your video in?