Right below the video, there's a box with "add to" "share" , and "more". Click "Share", and then "embed" in the list that appears below it. A box with a lot of code will appear that looks like this:
Click the mouse three times and that should highlight the entire code line (alternatively you can just click/drag over everything), but be aware that it scrolls way off the end of that box. Hit Control-C to copy that code, and then paste it into a thread with Control-V. (Don't use my code above, I had to fudge it a little to make it actually show up here as an example).
Once you know where everything is, it's pretty easy to do.
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