Comment intégrer une video dans une video

While the workflow Rick described would work, I agree with his comment on the shot being not very well suited. As a start you shoudl actually expand shot and get rid of the columns. in fact it may be a lot simpler to do this with static photos than actual video. Nothing in your examples provides any indication that actual video would even be necessary, as there is no actual movement in the shots except for the camera shake.

Mylenium

I am guessing that you want to make a hole in the inside shot where the window cove is and insert the exterior shot so it looks like it's one shot.

Here's the basic workflow. 

1. Motion Stabilize both shots so that some object in the center of the frame does not move. Mocha AE can do this if you motion track Translation, Scale, and Rotation
2. Create a track matte layer to use to make a hole in the interior shot that looks like a doorway
3. Put the exterior shot below the interior shot and find a place in the exterior shot looks good as a starting point so that the perspective matches.
4. Apply Time Remapping to the exterior shot and retime the shot so that the parallas change makes sense.
5. Apply the motion you tracked in the Interior shot to the Exterior shot and the track matte and put the motion back in the interior shot.

You can accomplish the stabilization by inverting the tracking data from Mocha AE and applying that to a null, then parenting the shot to the Null. Do this for both the interior and exterior shots. 

To put the motion back in the interior shot, uncheck Invert for the Motion Tracking data from Mocha AE, remove the parenting for the Interior shot, then apply the tracking to the null. The camera movement is not back in the interior shot. Next, Parent the Track Matte and the Null for the Extior shot to the Interior Shot Null. 

The motion of the track matte and the motion of the background will now match the motion in the interior shot. Time Remapping has solved the timing issues, so all that is left is the color grading that needs to be applied to both shots to make the composite look believable. Because both shots are hand held and the horizon moves to the left and right as well as up and down, you're not going to get a perfectly aligned shot but color grading may help hide the flaws.

I don't think either of these shots is very well suited to your idea. The usable background in the Exterior shot and the distance between the camera and the pillars is so much shorter than the distance between the camera and the back wall in the Interior Shot, that you dodn't have very much to work with.

If you want to place a video inside a part of another video, you could create a mask on the first video, and then place another video behind it to show it through the mask.

Would that work for you?