Find the website you would like to take a video from (I suggest using Youtube and that is what I will be using).
Find the embedded code for the video. On Youtube, you can click on the share icon and then embedded to find it.
Copy the code provided (Youtube is a very nice site to use because it creates all the code for you).
Open a new or existing HTML document in the program of your choosing, I will be using Caret. Then make space somewhere in the body.
Paste the code into the place of your choosing as long as it is in the body. I would suggest putting it in a div as I have.
Congratulations! You now have a video on your website.