I’m not sure you can do it that easily, the method they and other sites are using is more complex than just simply adding a link to youtube…..although I wish it were that easy 🙂 You might want to contact that particular site and ask how they did it since Wes currently doesn’t have a theme that offers that feature straight out of the box at the moment. I saw another post similar to this located here – https://appfinite.com/topic/video-header/ where Wes spoke on the subject.
I’ve seen quite a few sites do this, but they all seem to have their own “Internal” way of doing it, and it’s not something they offer to the public. So you would have to probably do a Google search, or look at the Source Code and add it in that way, manually.