The most common place to upload a video is Youtube, but feel free to use Vimeo, Dropbox or anything else you would like. You can make it unlisted (only the people with the link can see it) or public. You can also password protect it, just in that case make sure you include the password in your application message. And most importantly make sure the video works before submitting it, because every year we receive dozens of videos that we are not able to open. And if we can’t see your video, the application gets rejected automatically.