My preferred method is to upload the video to YouTube and place it on your site using their embed code which is an iframe tag.
This provides the benefit of your users using YouTube's bandwidth when they are watching the video rather than yours.
Alternatively you could look at using the HTML5 VIDEO tag http://www.w3schools.com/tags/tag_video.asp .
// Top 10 Ways to Embed Video into a Web Page
I hope this would help you.
Thanks and Regards