Once you've entered the Gallery from the Campaign Editor, you can add videos to share with your supporters.
Below the Gallery Settings, click on Edit in the Add New Video section:
You will need an embed code to add a video, so make sure to upload your video first to a video hosting site like YouTube or Vimeo. Once uploaded, you'll be able to get the embed code from the site the video is hosted on, by using the Share buttons below that video. Here's an example of how to get a YouTube embed code:
Copy and paste this code into the Attach New Video area. Don't forget to click "Save"!