For example, on Vimeo you can create a free account. You can drag and drop the video, it loads it, processes it, and then lets you set a description and the default frame that people see before they play it. When done you have a URL for your movie. You then past that URL into your post and the video magically appears.
The same thing is true for YouTube. You create your account, upload it, you get a URL which you copy then paste into your post here.