Adding video can be good for when you want to add to your subject in the form of a moving picture. Maybe the video you found is from Youtube or Vimeo, or maybe it is your own video that you have uploaded to youtube or vimeo, then you simply take the video URL and use this to implement into your publication.
To add a video to your publication, simply click the add button, then go to the images section, click and drag the video content block into your publication. Then in the configure tab you simply paste in your youtube or vimeo video link and then configure the setting below.
Be sure to also read about the browser policies on autoplay videos.