You can do this here:
https://leanpub.com/YOUR_BOOK/settings/web_page_media
...making sure to replace YOUR_BOOK with your book's unique "slug".
You can also find this page if you go to the Overview page for your book and select "Video" under "Settings":
On that page, you will see an option to enter the URL for your video:
Be sure to enter only the part of the video's URL that comes after the /
. For example, you should do this:
...but you should not do this: