In the Quiz tool, select NEW QUIZ button

Enter a NAME for your quiz

Scroll past the QUIZ QUESTION section to the INTRODUCTION field and select the circle next to the word 'on'. Then select in the text box.

Then select the Insert Stuff icon

Select where your video lives from the list of option on the Insert Stuff menu that appears.

After you load your video, add instructions to let students know that once they start the quiz they can't see the video anymore so they should take notes to use to answer the questions. (Or whatever instructions you want them to know.

Then select SAVE at the bottom of the screen

Now scroll back up to the ADD/EDIT QUESTIONS button where you can create questions you want students to answer after watching the video posted in the INTRODUCTION to the quiz.