Of course you can!
Once you have uploaded a video on gofair, make sure you have logged in with a Paid Member Account, then find the share button below your video.
Copy all the codes to any page of your own site, then you can play the video in your own site, namely share to your own site.
But remember, when copying codes, your CMS must be set as code editing mode.
One more thing, the shared video is still stored in Gofair's cloud server, so the loading of video won't affect your own website server.