Here are built-in shortcodes and you can use “Shortcode Generator” to help create sample shortcode in page/post options box.

Youtube Video

[youtube width="600" height="350" video_id="6_W_xLWtNa0"]

Vimeo Video

[vimeo width="600" height="340" video_id="73386596"]

Self-Hosted Video

[video width="600" height="340" img_src="http://themes.themegoods.com/venus/demo/wp-content/uploads/2013/09/shutterstock_137446907-620x350.jpg" video_src="http://1.s3.envato.com/h264-video-previews/146044.mp4"]