You can block any particular site by using the "Hosts" file in Windows, but you do need to know the actual URL to block. For example you could globally block "youtube.com", but blocking a particular type of file within YouTube wouldn't be so easy.
Some routers also have the facility to block access to websites whose URLs you enter.
The "Hosts" file is a plain text file with no extension and is located in the path:
To block YouTube, you would add the line:
The effect of this is to divert requests for that address instead to 127.0.0.1, which is the loopback address to your own PC where, of course, the page doesn't exist.