Yes, you can add video to an interactive PDF in InDesign. You'll need to export your PDF as an Interactive PDF to do this, and you can do so by going to File > Export and selecting the Interactive PDF option from the Format drop-down menu.
Once you've exported your PDF, you can add video by going to the Media panel and selecting the video icon. This will allow you to add video from your computer or from a URL. You can then resize and position your video on the page as desired.
