Login as Admin and in admin dashboard go to Courses. On creating a new course or opening an existing course you go to course builder.
In course builder, make sure atleast one section is added first into your course. You cannot add a lesson directly to a course without adding a section. If you have already added a section then click on Lesson button or drag and drop it into section.
In Lesson builder you can upload your videos or you can also embed the YouTube videos to create video lessons.
Browse and Upload your video and click on Save.