Video without embeding

Hey, I was on the Internet a while back, and I saw a video that didnt look like it was embedded from YouTube. In fact, it just looked like it had HTML generated controls. I was wondering, could you guys tell me how to make a video in my website that is not embedded from another site? :grin:

could have it been the video tag?

https://www.w3schools.com/html/html5_video.asp