This page explains about - "How to add video in header"?
Note that 'video' in Header is supported only in a two Header Designs. (Goto 'Header' sheet and look for Header Design in Row 10). Thought the below names say 'Images' - videos are supported as well.
Design 1 (Text left & Image right)
Design 2(Text right & Image left)
If you want to try video in Header, just add Video link (Youtube link or mp4 link or webm link) in Header sheet -> Row 7 -> Column B. Otherwise you can just use images also simply.
Below video formats are supported.