The Video Module can be used to show video in a useful and easy way.
Here’s how you add it:
First, add the right Module
New modules can only be added inside of Rows. If you are starting a new page, don’t forget to add a row to your page first. Learn more about Rows here.
Use the visual builder to add a standard section (the blue +) and then a section (green +) with a layout of your choice. The number of columns could be changed afterward.
Then add a Module Button to any part of the row.
Click the gray plus button to add a new module to your page.
Click on Video

Content Tab
In Content, you can add the video directly, or from a youtube link.
Click on the small trash icon to delete the present video
Click add new video
Paste the URL from Youtube or Vimeo

Design
In the Design section, you can change:
Sizing
Choose alignment

For more information: https://www.elegantthemes.com/documentation/divi/video/