That’s pretty straight forward.
You’re going to use a Custom Code component to display a HTML5 Video Player. You can search this forum for the appropriate code.
When you have the code, you’ll be able to replace chunk of it by dynamic content: select the URL of the video file, then click to purple + link at the top right of the dialog box to replace it with dynamic content.
That’s where you can try something that’s smarter than just to put the entire URL in the database.
In the HTML code, you’ll need to specify 3 video urls for various format in order to support all browsers: mp4, ogg etc, and one image url for the poster. If you do a good job at naming your files and hosting them, then you can set only one chain of character in the database. For example “video-22”. You can have video-22.mp’, .ogg, .png, so that’s the only part you need to swap in the code. You’ll then select just the file name without extension, in the 3 video ulrs and 1 poster url, and replace them by the same dynamic data, 4 times.
It’s cleaner on the database side and more efficient for the workflow.