video doesnt upload – play in wordpress 4

Hello

I am trying to upload the video files I have on my library media into the post – pages. The video since to upload to the page with it black box. But when I pressing the play it start rolling endlessly and the video itself doesn’t show up

Someone told me that I shouldn’t upload files into the world press -but URL only. In order to avoided crash -that he said that even can happened on a dedicate server

Any way I can’t upload even one video and make it work
Can it be a code problem? Or other! I am trying to built a web based on pay per view -and I am afraid the sis not going to be!
I am afraid that problems will continue all the way and

I can’t sell video if technical problems with loading the video will be. I am not sure if this is a wordpress problem or the hosting but the hosting didn’t help me with it until this moment
I hope you can help me solve it
Many thanks
Norma