There are a few ways to insert video into worksheets in Excel. One way is to use the Insert tab on the ribbon and then click the Video button. This will open the Insert Video dialog box. You can then browse for the video file that you want to insert. Another way to insert video into a worksheet is to use a macro. The following macro will insert a video from a file named "video.mp4" at cell A1 on the active worksheet:

Sub InsertVideo()
    Dim v As Variant
    v = "video.mp4"
    ActiveSheet.Shapes.AddMediaObject(v).Select
    With Selection
        .Left = Range("A1").Left
        .Top = Range("A1").Top
        .Width = 300
        .Height = 300
    End With
End Sub