How to upload video…?

Is there a way to upload video so that a video screen shows up? Each time I upload video, I only get a link that shows in my post. I want the video to embed/play in the post–not just post a link to the video page.

Can anyone help with how to do this? I know who to upload the video, but then only a link displays. How can I get an uploaded video to display in a post??

Thanks.