How to upload videos to iCloud photos from Windows

I have some videos, all of which were originally captured on one of the many iPhones I have had over the years stored on my computer.

I recently increased my iCloud storage and turned on iCloud Photos.

How do I upload my videos to iCloud Photos?

I have tried from the website and it errors saying that you can only upload JPEG to iCloud photos.

I cannot imagine that is correct but have been unable to find any way yet to get these videos on to my iCloud Photos