Very similar to photo galleries, video galleries give you the ability to showcase your videos in a very nice way. You choose how they are organized (for example, by category, country, time, or other) and how many videos appear on a page. Typically, you would host your videos on streaming services like YouTube and Vimeo. These and many other services provide ways to embed their photos on your site, so your users can view them without leaving.
For presenting the videos, there are typically two main options. The first option is to show a linked thumbnail and, when the user clicks it, you will present them with the video and likely play it right away. The second option is to embed the video straight away in a page and let your users view the video without doing much else.