You can embed videos in your post or page content. Here is an example from YouTube. Many other popular sites are supported. You can even upload your own video to WordPress. The theme makes the videos responsive so they show nicely on mobile devices.
Romans 5:1-5 The Triune God Gives Us Hope!
Ephesians 2:19-22 What Sort of Church Are You Building? – Rev. Michael Smith
John 13:31-35 Does Your Love Pass God’s Test?