Here are built-in shortcodes and you can use “Shortcode Generator” to help create sample shortcode in page/post options box.
[youtube width="600" height="350" video_id="jTjlfL3HN2E"]
[vimeo width="600" height="340" video_id="73386596"]
[video width="600" height="340" img_src="http://themes.themegoods.com/jupiter_wp/wp-content/uploads/2013/09/shutterstock_137446907-620x350.jpg" video_src="http://video-js.zencoder.com/oceans-clip.mp4"]