If the videos are yours then simply sign up on YouTube to run YouTube ads on your videos (monetize the videos). If the videos are someone else's then you can't put ads on those videos. But you can embed the video on a page in your blog or web site and also put adsense ads on the same page.
It's like George said..You need to link your Adsense account with your YouTube account.. Here's a quick article: https://support.google.com/youtube/answer/72866?hl=en