First of all, welcome.
Secondly, in posting videos, you have two options:
1) When submitting a post to a thread, you can either just include the link or use the icon that looks like a roll of film above the text box where you type out your post. When you click the icon, copy and paste the link to the video page inside the box and you're good to go.
2) Go straight to the Media Gallery and scroll down to the bottom where you will find the appropriate box to paste the link to your video. From there, the rest is smooth sailing. Fastest way to get there is to click the words "Recent Media" at the forum page.