The procedure for inserting any other type of file into your Page/Post is exactly the same as Inserting an Image. Simply click the Add Mediabutton (). Once the relevant pop-up window displays, perform the same steps to upload your file to your site and to insert it into your Page or Post.
When inserting video or audio files, you can select Embed Media Player from the Embed or Link dropdown list in the Insert Media pop-up window to use the audio and video players that are now built into WordPress. Supported audio/video formats include M4a, MP4, OGG, WebM, FLV, MP3, and WAV files.