Go to Marketing and select either Campaigns or Automated Emails.
Click on New Email and choose the email type you want to create.
In the Content step, find the Video element on the right-hand side of the editor.
Drag and drop the Video element into your email layout.
Click on the video block in the email editor, then paste your YouTube or Vimeo link into the Link field on the right-hand side.
If you do not have a Youtube/Vimeo account or do not want to make one, you can post the video on Facebook, and include the URL of the post as an alternative.