From the Page & Survey tab, click the Add Other button and select Youtube Video from the drop-down menu:
Copy + paste the Youtube URL in the pop-up window.
IMPORTANT NOTE: It's always best to use the full Youtube URL, NOT a short link.
Click View Live Site in the top right corner to preview your video.
Follow these same steps whether you're adding a YouTube video to a project, a project group or in a sidebar.
Related articles:
How to add content
How to add a question
How to change your site format