If you uploaded an FLV (Flash Video) successfully then you will find it by opening up the File Manager ('Files' in basic view, 'File Manager' in advanced view), going to the 'My Files' tab and then opening the 'Your Video' folder.
If you uploaded a video but it wasn't in FLV format then it won't be in the 'Your Video' folder and it won't be available to insert into a page to play.
If your video was in another format e.g. WMV, AVI, Mpeg, then you will find it in the 'Download Files' folder ('My Files') in the 'File Manager'. These cannot be played on your site (the video player will only play FLVs) but they can be downloaded from your site by your visitors. You can do this by creating or inserting a link (or button) on your site and linking to that file.