There are several ways to add video or audio files to your WordPress posts. If the media is on the list of supported oEmbed options (including YouTube, Vimeo, Soundcloud, etc.), your first option is to simply paste the link into your post content.
Alternatively, if your WordPress theme includes built-in Post Options, you can add video or audio as featured media (instead of a featured image). If your post has this option, just paste the media link or upload your own mp3 or video file.
