theres 2 questions can i put a video in my theme and how can i get a rss feed into my theme ? yes i am a noob
if you are asking about you tube video, yes you can put it in your wordpress. To get rss, sign up with feedburner.
i need to get a feed into my theme eg i need to display http://www.rnli.org.uk/rss/scotland_news on my thme how would i do this
What you are looking for is called an aggregator. You can find one here. On the same site you will find install instructions. I don't have any experience with it but it should do what you need it to do.