There are a variety of different ways to share your video files in your Kahootz workspace.
If you have a video file you can upload it to your workspace as a document. If it is a suitable format, the members will see an embedded player on the document's page, as well as the normal document management functions like download and versioning. To do this see Adding a document.
(Technical details: The embedded viewer is shown if the video is in a format that the user's browser can preview on an HTML5 video tag - there's no format that works in ALL browsers and platforms, but MP4 H2.64 is the most widely supported. See full details of browser support on Wikipedia )
You can also embed videos in Dashboard items, which you can add to your User Dashboard, Workspace Homepage dashboard, or on any folder dashboard. If you have your video as a file, use the "Video" dashboard item; If your video is on YouTube there is a special dashboard item for that; If your video is hosted on other sites (Brightcove, Vimeo etc) you may be able to embed the video by using the "embedding" code suggested by your video hosting site, and our Applet dashboard item.