To add a video to a press release, you start off by going to Publish > Press releases, continue by clicking Create New, or pick Edit from the three dots menu for an existing press release.

There are two different ways to add a video to a press release, news or blog post:

A) Add video as Related Media
If you have the video file, you can upload and publish it on Mynewsdesk, and add it as related media:

1. In the Related media section, click on Add Related media
2. Under Content type, choose Videos
3. Click on Upload video to upload file from your computer or/and
4. Select one or more videos to add as Related Media
5. In the last step before you confirm publication of the press release, make sure the box is ticked that says Publish related content, and the related video(s) will also be published on their respective site in the Media library of your newsroom.
6. In case you want to edit the video information, you can do so under Publish > Videos.

B) Embed video in body text
If you have already published your video (either on Mynewsdesk or another platform, like Youtube), you can embed the video as follows:

1. Copy the embed code for the video
2. Place the cursor in the body text at the position where you want to insert your video
3. Click the Insert video button on the body text menu
4. Paste the Video embed code
5. Confirm via the Insert button

Please also see:
Where do I find the embed code for a video?
In which ways can I add images to my press release?
Publish a press release, news or blog post