You can embed video from third-party video sharing sites right in your WordPress site – pages, posts, and plain /text widgets will hold video embed code.
After generating the embed code on YouTube (or whatever site), you will paste that code into a Text widget or into the HTML View of the page or posts’s Text Editor. (DO NOT paste embed code in the Text Editor’s Visual View – WordPress will not understand that you are adding code, and you will make a mess. )
Finding YouTube Embed Code:
Finding Vimeo Embed Code:
Go to the page where the video lives and click the Share button in the top right corner of the video.
A lightbox will open where you can customize and copy your embed code.