If there is an instance where you wish to add an external web page, Youtube video, or Vimeo video to your website, there is a way in which you can do this on your Website?
Your Website will offer you one of two methods to do this based on when it was built.
1. The 'Embedded Site' field
This field allows you to embed any webpage, however, there are a number of items to consider.
When embedding a Youtube or Vimeo video, you will need an embed URL, specifically - not just the video URL.
For Youtube, go to the video you'd like to embed and right-click on it. Click 'Embed code' and copy it.
Paste it into a word document or notepad, select only the URL within it, and copy this into the Craft 'Embedded Site' field.
For Vimeo, click the 'Share' button on the video you'd like to use and copy the first URL from the embed code, then paste it into the Craft 'Embedded Site' field.
It is important to remember that a http:// website can't be iFramed into an https:// website as the browser will block it.
2. An 'Embed' module
The Embed module essentially does all of the work for you — simply add the URL for your video into it and Craft will do the rest of the work for you.
Remember that all you need, if this option is presented to you, is the URL (not the embed code).