You can add a video to the main image area of a product to display as extra presentation along with the image. You will need to host your video with a 3rd party such as YouTube or Vimeo. Once hosted you will require the 'Embedding Code' to add the video.
Find your product within the back office and edit, two thirds of the way down the page you will see the options are 'Embedded Video', 'Linked' and 'With Image(s)'. Select the last option and paste the embed code.
Please note; a video can only display on the main product page and not within a category view.