Using the standard plugin for dreamweaver.
This is ideal for showing quicktime (.mov) files.

How to insert a quickstyime video player in a webpage

Link: Some cool quicktime movies


Configuring the plugin to play using the windows media player.
The standard plugin settings can be modified to show window media files (.avi and wmv)

How to insert a window media video player in dreamweaver
Link:


Using Flash Viedo Player
In order to ensure that users get a predictable experience when attempting to watch video across browsers and platforms you should use flash video format. Flash video files (.flv) can be played using the flash video component in dreamweaver

How to insert flash video
How to change the change the skin of the video player