Take the following code from their documentation:
swfobject.embedSWF("myContent.swf", "myContent", "300", "120", "9.0.0");
You will be replacing the myContent.swf with the correct movie file.
However, if you only have a link to the movie and not a swf, you will have more work ahead of you. You will need to use something like jwplayer which costs money to use commercially