Create a collection including the File property and add a File Picker component like Nathan said and add a button and add a create action to that collection and for that created file property add that file picker input and add a custom list and inside it add the video component and connect the list to that collection and rename the video URL in the video component with magic text to file property> URL.
Or you can do the same using a form!
A example : Como puedo poner videos? - #9 by dilon_perera
Thank you