You can also serve videos from Youtube or Vimeo. To do that just select a specific type for that and enter the video code. You can find it in every video setting or simply in a YouTube URL.
When you add this, a person will get access to YouTube or Vimeo video.
Remember that you need to enable viewing from external services in youtube video settings. Your video can be unlisted but it has to be visible.
Youtube: Private videos will not be displayed here
Vimeo: You can use a private mode with an embedded allowance. Remember to enter your website URL in Vimeo settings