The simplest way to legally share videos with students is to provide them with links to freely-available streaming videos from library databases, YouTube, Vimeo, etc. When this isn't possible, sharing your screen as you stream or play a video is an option.
San Diego State University Library offers this advice:
"If you have a legally purchased DVD (your personal property or checked out from the Library), playing the DVD on your computer and sharing your screen via Zoom falls within copyright Fair Use under the following conditions:
Use these websites to find streaming movies and TV shows.
These are free to watch and to show in class.
Netflix, Amazon Prime, Hulu, etc. require personal subscriptions and are usually restricted by license to personal, not classroom viewing. Sites like Tubi are free, but may also be protected by restrictive licenses.