How to add video on single post?

There are two methods:

1) Use embed shortcode:

[embed]https://www.youtube.com/watch?v=iR6oYX1D-0w[/embed]

Notes: embed is default WordPress shortcode, please have a look here for more details.

2) If you want to add video instead of featured image then use the custom field below text editor (marked on the screenshot). In this field you can put URL to the video, for example:

https://www.youtube.com/watch?v=iR6oYX1D-0w