Step 1 : Log into your WordPress Dashboard and navigate to Gallery > Add New

Step 2 : Enter your Gallery title in the upper field, and enter your Gallery body content in the main page editing box below it.

Step 3 : Locate the Format section and in the dropdown menu, select Video.

Step 4 : Create or insert a new category for your Gallery

Step 5 : Upload an image for your Gallery

Step 6 : Post Meta Box

Video Options : Select Video Option.

Youtube or Vimeo

Video Url : Enter the Youtube or Vimeo URL.

Self Hosted

MP4 Video : Insert MP4 Video.

WEBM Video : Insert WEBM Video.

OGG Video : Insert OGG Video.

Display the gallery by creating a Gallery Page.