Video Header

What would be the best way to do a header video instead of a header image?

It is possible but it requires advanced CSS customization. Here is a useful article about it Full Page Background Video Styles | CSS-Tricks - CSS-Tricks

Which file would I need to edit to change it from the image to a video?

You can try using MP4 video, but please note that setting the video background instead of the image one requires CSS customizations. If you’re familiar with customizations please check the linked article.

I mean, which Hivepress file can I find the section to change it from a header image to a header video?

There’s no specific file to customize because the header content is dynamic, but this may be possible with CSS customizations, if you’re familiar with CSS please try following the linked tutorial.

I understand the CSS part, but doesn’t the video file have to be added to some file in order for the css to work?? In the attached tutorial it has a line of HTML and a line of css. The HTML needs to be put in a specific file for the css to work. Am I correct or am I looking at it wrong?

You can upload it to WordPress/Media and use the file URL then, it will be stored on your site. Unfortunately I can’t say for sure about the actual CSS implementation, this requires customizations.