MemberHub does not recommend embedding videos in email messages as the ability to view embedded content is dependent on whether the recipients' email client can support the video. However, you can still share videos in your email messages by inserting a still image of the video and creating a link.
The first step will be to add an image. See this article about How to Add Images to Messages
After you have added your image to your message you can select the image and then click the Insert/edit link tool in the menu bar.
Then Insert the link to the video:
In the sent email, users will be able to click on the Image to Open/view the video.