How to add a video

The people need help. How to add a third-party video to a blog (not on You Tube), I have it on my PC now, I need to add it to the blog (I can't upload it to You Tube, because there is copyright, in the blog I will indicate the link where it was taken).
Maybe you can somehow fill in the PG video, and then insert it into the blog? (Then explain how)