You'll need a video player that supports MKV files. FireDrive (formerly PutLocker) supports MKV files, so you could use them as your video host and video player (oh, and you don't even have to download anything to use it). It would then be a matter of making a Custom MyCode for the embedded HTML code. (Admin CP -> Configuration (tab) -> MyCode -> Add New MyCode)
For
Title, you can use whatever you like. For the example, I'll be using
FireDrive.
For
Description, you can describe what it does.
For
Regular Expression:
\[firedrive\](.*?)\[/firedrive\]
For
Replacement:
<iframe width='560' height='315' frameborder='0' allowfullscreen src='https://www.firedrive.com/embed/$1'></iframe>
The use would be:
Where (.*?) is, you put the file's unique key (given to you by FireDrive after the file is uploaded)
[firedrive]UniqueFileKeyHere[/firedrive]
$1 is where the unique file key would go when the board interprets the MyCode.
EDIT: And in case you still want to use your own server, you will need to find a flash video player that you can use that will support MKV files. Something I'm not experienced with, so someone with more experience will have to help you with setting up your own hosted video player.