You can equip your bot with a Video Plugin, which embeds video files of certain formats and size right in Messenger. All you need is a URL link to the file, which you paste into the plugin.
Supported formats: MP4
Maximum file size: 25MB
Please note that the maximum file size can be less than 25MB due to Facebook first transcoding the file before checking for it's size. If the video you provide is close to 25MB and does not render in Messenger, please try again with a smaller file.
Hosting on Dropbox
There is no reason to worry if you don’t have a hosting of your own — you can use any other hosting site, such as Dropbox, for instance.
If you’re going to use Dropbox, you’ll have to change the “www” at the beginning of the file URL to “dl”, for example: https://dl.dropbox.com/s/sample.mp4