bulldzr -- you linked it so we can see it there -- have found no way to actually embed a video embedded in a Facebook post in a post here (unless it happens to be a YouTube video, which that one isn't) -- same goes for videos embedded in tweets - and no way to embed Instagram videos or Vines in posts here either -- just providing links (along with some accompanying identifying/descriptive text) is the best we can do here, and plenty adequate
though you can always search the title of such a video on YouTube -- which I did, finding the following (which includes the Lester Holt intro and afterword not included in the version on Facebook you found and linked):
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