How do I create a website of my own, that allows my user to watch my videos using my own network?

Your terminology implies you don't know the first thing about programming.
As such, probably ought to select a hosting platform with built in youtube embedding - decent open source work in the field, yet you might not wish to get involved in it, and hosting limits.
If your videos aren't the kind which could be posted there, it's a better idea to avoid uploading altogether in any open playable format.