One way to add questions to video is embedding videos in Moodle Lessons.
It’s fairly fiddly and you have to chop your video into clips if you want to ask multiple questions. Unless you are very comfortable with Moodle there are easier options.
Office MIX provides another approach structured around PowerPoint which is worth a look. You can’t put video and the question on the same page and the analytics are fairly rudimentary. You can have a look at my rough play with MIX questions here – https://mix.office.com/watch/1xvx8hghcoo0k
TED-ED lessons are another way to do it. You have to load your video into YouTube and the questions aren’t attached to the video timeline, so student’s can choose when to answer the questions.
If you are looking for an online option that doesn’t require any downloads then Zaption is worth a look. It’s fairly simple to use and you don’t have create clips, you can just drop in your questions anywhere along the timeline. You can’t create voice overs or record your webcam so you’ll need some over software for that (e.g. Windows Live Movie Maker, iMovie etc).
I had a quick play with and I quite like it. Students don’t have to create an account to view the videos and they can be embedded in other sites (if you pay for the Pro version).
The free version looks OK but you can see all the differences here.