Create a folder under "My Folder" for your course videos. Creating a Folder makes it more easy to manage videos. This step is optional.
Change sharing settings for the folder you just created. Select "Public on the web" so anyone can play videos in this folder (if you need to limit access use MyCourses restrictions funtion). Save settings and close popup window.
Select the Upload media files you like to share or select the one from your recordings. Upload instructions here.
Use Panopto embed button in editor to include video on any page in MyCourses.