You have a couple of options here.
If you really want to make it look s good as possible, you will need to sign up for Wistia. Upload it to Wistia and then embed the code into your website. Wistia costs $99/mo to do this.
If you want to go the free route, upload it to Loom or YouTube and then embed that into your website. It is not quite as good or professional-looking but if you want to save $99/mo at this stage on something that isn't that important, this is an option for you.
Embed VSL On Website When Edited - Month 2 · 10k Per Month Agency