First, on your CF dashboard, on the top, hit ClickFunnels and you will see the drop-down menu, then click the Funnels option, and you will see all the funnels/opt-in pages you have created.
Second, you just have to choose which opt-in page you would like to add a video of, then edit the page.
Third, you will be redirected to the editor page, and as per the training, you can of course edit the header, etc.
Fourth, you can add a new section or a row, to add your video.
Fifth, once you have added a section or row, you can then add the element, and choose video. Once clicked, you can see a video box that is added, all you have to do is to go to the setting icon on the box, and you can embed your video, from YouTube, Vimeo, Wistia, etc.
The last and sixth step is to add the video link, if it's from YouTube, then you have to copy the link and paste it into the Video Embed section, then hit SAVE. You now have added your video to your opt-in page.