The first thing you want to do in order to embed a video into your website is to find a video. I personally used a link from YouTube, but a link from any other site should be fine as long as it links back directly to the video of your choosing.
After choosing your video, go down to the "share" button. Choose "embed". This should automatically generate code for you to embed the video into your website from YouTube. Copy the code, then go to your website's HTML editor.
Paste the embedded code into your website's HTML. If you think any changes need to be made, make sure to adjust the video's properties, such as its height, border, etc..
And there you go! Your video should now be fully embedded into your website.