You can add the username / handle of the person you want to mention directly into caption of your post on the "Caption Your Post" screen. The person's username / handle will then be "clickable" when posting to Instagram and Twitter and linked to their social media account. If you are posting your video to Facebook, you'll need to edit the post and manually add the tag once the video has been posted to your Facebook account (see screenshot below).

Be sure you use the correct username / handle when mentioning someone in the caption. Keep in mind some Facebook accounts can have settings in place to prevent you from tagging their account in a post. 

Tagging someone on Facebook: