embed video in post

have checked the codex on this and am not sure where I am on this
https://codex.www.ads-software.com/Embeds#Okay.2C_So_What_Sites_Can_I_Embed_From.3F

I want to embed this particular video on my site as i like the quality and layout of it.

Am I able to do this? If not what are my work arounds, I can source the same video from youtube or vimeo but it is not the feel i am after

Here is the video I am after https://skymovies.sky.com/harry-potter-sky-movies-promo

thanks