1. Go to the Media
2. Click on the button Add media
3. Choose Add Youtube video
4. In the window appeared add a link to the video (you can only add a copied link from the "Share" applet, under the video)
Paste your Youtube video link and click on the Add video button
5. Selected screens and Publish Link
Additional information:
How to publish Media
How to create, open, edit, or delete a folder in the Media section
How to create a Playlist