For images, use the image tag. Put the URL of the image file in the SRC attribute of the tag. For example, see this link:
I tried to show an example but comments on HubPages remove HTML.
The alt and title attributes define what is shown when the web-site visitor hovers the mouse over the image (alt for IE and title for Firefox etc)
Unless I was using Flash for a reason, I would avoid embedding music into a web-page because visitors just find it annoying - especially if they're at work with their speakers turned on. If you really must... take a look at this web-page: http://www.tips-tricks.com/sound.asp