Actually..., you can add a video to the web app, but not to the device app.
As noted in the other replies, using the 'note' question, you can add the <video> tag, in either the label or hint. Note that by excluding the width and height attributes of the video, it will automatically fit to the width of the survey.
Check it out here...
<video controls>
<source src="https://www.appsloveworld.com/wp-content/uploads/2018/10/640.mp4"" type=""video/mp4">
Your browser does not support the video tag.
</video>