How to add a video?

I mean.. How can I add a video to the video section, I didn't find an upload button, like the photo section.

You could just embed the video in an html tag  (see http://www.2createawebsite.com/enhance/adding-video.html),  or I think a better solution is to add the video to a Silverlight application in the MediaElement tag.  This gives you more control over playing the video.