Relays don't generally store media. Just json notes. That being the case, you will need to host the videos somewhere like nostr.build, or host them yourself using a Blossom server, then copy/paste the URL for the video into your note.

Some clients do allow you to upload to a hosting service directly through the client, and many of them use nostr.build by default. Just bear in mind that there is a 50MB limit if you don't have a paid account with nostr.build. Depending on the length of the videos you are uploading, that may or may not be sufficient.

There are also note kinds that are specific for videos, but not many clients support them, yet. For instance, Olas, Freeflow, and Amethyst support kind 22, which are short-form, portrait-orientation videos. Meanwhile, the only client I am aware of that supports long-form, landscape-orientation videos (kind 21), which would be more similar to YouTube, is Flare.pub.

But most clients will support rendering most video URLs as the video itself when it is included in a standard, short-form note (kind 1).