Thanks, but I did not manage to follow those instructions, probably because of my addled brain. However, I did find a way to insert an icon that plays a movie: simply put the icon on the page by Insert > Picture (and browse to the desired picture). Then right-click and insert a link to the URL of the movie (in my case, an MP4 file on one of my folders).
By the same approach, I was able to insert an icon that opens an audio clip. But there was a wrinkle: Doing Ctrl-Click on the movie icon simply opens it without delay, but Ctrl-Click on the audio icon leads to an irritating warning message first. This happens both for WAV files and for MP3 files. (I'll put this last part in a separate post so everyone can see it.)