Depending on the version of PowerPoint that you're using, you can insert an embedded video (the default behavior) or link to a video file stored on your computer.
You might think that adding a video in a presentation might help you give elaborate details about your presentation topic with facts, figures and animations. Inserting a video within a presentation can save the presenter the hassle of going through basic details about the topic.
https://slidehunter.com/play-a-video-inside-picture-frame-in-powerpoint/
The video below gives an overview of this how-to article. Scroll down the page to access step-by-step action guide.
https://hubskills.com/picture-in-picture-powerpoint-video/#gs.dyo99k