How to embed video on your page?

Hi,

I want to add a video into my page.
I’ve got a link to which I can make a link.
But I want to play it right into my own website-page.
Possible?

Video-Link: https://multimediafiles.kbcgroup.eu/ng/multimedia/PUBLISHED/KBC/FLASH/autoschade/story.html

Thanks in advance!
Vanwero.