How to insert, retrieve and watching video file in SQL database C#

Basically, don't.
Video files get big, and very, very quickly. So retrieving them from the DB and displaying them does two things:
1) It makes your DB harder and a lot slower to backup (video files are already compressed, so the data doesn't "squash" hardly at all when the backup system tries to compress the DB - and a DB failure means a much, much larger restore operation!
2) Uses bandwidth like crazy: first to fetch the data from the DB - which takes considerable time - and then again to stream it.

So instead, store the videos in the file system, and store the path to that file in the DB. That way, the DB storage is trivial, and no extra bandwidth is used to fetch it from teh DB when the user needs it.

And streaming a file is pretty simple!