Hi @derevnya –
This is actually a WordPress-specific question rather than WooCommerce, but I’ll try to answer as it’s fairly straightforward.
After you’ve uploaded your video to the media gallery, browse the gallery and click into the media you’ve added. On that screen, you should see the file URL like this screenshot: https://d.pr/i/dDNbln
That’s a direct link to the file. I will caution you against hosting video on your site, however. If you receive a large number of clicks and people playing the video, it can slow down and/or crash your site. It’s usually better to host the video somewhere else (ex. Amazon S3, Vimeo, YouTube, etc.) and embed that on your site instead.
I hope that helps!