See previous post for instructions on embedding a video from You Tube.
Another place to find great speeches is American Rhetoric. To embed a video from this site might be more complicated, but many of the speeches are also found on You Tube, so you could start at americanrhetoric.com and find a speech you like then go to You Tube to embed it.
Or you can link to the video, just make it an active link. You must use the link feature (along the tool bar with font choices and formatting options when composing a post). It's right next to the buttons for inserting pictures and video, which you should also experiment with.
If you choose to, you could download a video from You Tube using KeepVid and then embed it in a post using the insert video feature (it's the little black directors "cut" symbol).
In short, you have many options, so please don't just paste the long URL in your post and leave it at that. find a way to actively connect your audience to the speech you found, and say a word or two about the speech please.