You should create the material in whichever application(s) are best suited to the training mode. Some materials might best be delivered as a PowerPoint presentation, whilst others might call for a Word document; some might even call for multiple applications (e.g. Word document plus an Excel workbook). Graphics, sound files and videos all tend to be relatively large - especially the latter - so its a good idea to limit their resolution/quality to no more than you actually need. You can, of course, group multiple files together in a zip archive, which will also tend to reduce the overall file size somewhat.

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Cheers,
Paul Edstein
[Fmr MS MVP - Word]