OK. Well at a high level you could definitely set up a new additional field to contain, for instance, a YouTube link – and you could then adapt your single-event.php template to:
* Hide the default display of that same additional field
* Transform it into a nicely presented container for your video
However, if you aren’t too keen on working with PHP and templates it may be worth exploring and experimenting with existing WordPress plugins that add these capabilities – I believe there are some that make it easy to embed videos from within the post editor (and by post editor I mean the editor that is common to all pages and posts including events).