What is the video's format? If it's a format that iTunes can play, you can try dragging it to the iTunes window. Or use the command
iTunes menu bar -> File -> Add to Library...
If iTunes imports the video, it should appear in your iTunes Movies library. You can then try to sync or load it onto your iPod (assuming your iPod model can play videos). The video may not play on the iPod due to format. For example, if it's "HD," its resolution may be too high for the iPod's screen. So, if the video plays in iTunes but does not sync to the iPod, you can select the video on a list in iTunes and use the convert command.
iTunes menu bar -> FIle -> Create New Version -> Create iPod or iPhone Version
If iTunes is not able to import the video file, it is a format that iTumes cannot play, such as .wmv (Windows Media Video).