There are a few ways you can do this - more info here
Yes, the best way to do this is via an external host like YouTube or Vimeo.
The Malcolm! widget is a great way to put your content in front of your users
It's very easy to embed content from Malcolm! into your own website or app - follow the instructions here.
The Share section of MyMalcolm gives you tools to embed and share content from Malcolm! into your existing websites, applications and social spaces. If you don't have a website or you want to group all your Malcolm! content together you can use our Hosted Hub.