You'll need to upload the video to something that'll allow you to generate a share link - either a site dedicated to hosting videos, or a cloud drive that will auto-generate share links. Once you have a shareable link that anyone can access - i.e. the video isn't set to private or unlisted, and doesn't require special permissions to access - you can link it.
If using a video hosting site, you can usethe video block. If using a different type of system to host and share the video, I'd recommend using either a text, button, or image link instead.