I have only used YouTube to post videos, so I cannot comment on the others, but Vimeo is a video hosting site too and the posting/linking process is probably similar.
For YouTube, you "create" a video on the site using the button circled here:
If you don't see that button on YouTube, it may be because you have not created a YouTube/Google account. I cannot go through the video creation process here as it would take too long, but it is relatively straightforward. Just make sure that when you create the video there, you set the access options correctly, so that everyone that you want to see it, can see it.
Next, go to your video. You can do this by clicking the button highlighted in red below, followed by clicking on the link highlighted in blue. Your uploaded video(s) should be shown:
Click the video that you want to link to on the forum and it should start to play in YouTube. The URL (web address) of the video will be shown in your address box near the top of the window. It will look something like "https:// ...". Copy all of that URL.
Next, go to the forum and in the text box where you type posts, there is a media button:
Click that button and a window will appear, prompting you to enter the media URL:
Copy the URL of your video into that, and click Continue. It will add some coded text into the text box.
The process looks a little complicated, but you'll soon get the hang of it.