Here is an example of an external multimedia link. It's just a link like any other link but note the extension of the file. It is assumed that your browser knows what to do with this extension, which usually means it must have a plug in to handle it. This example plays an AVI multimedia file. This file must be explicitly downloaded by the user of your web page. It will not be integrated into your web page, but the appropriate application will be run instead.
Multimedia content can also be embedded into a web page using the <object> tag, as is demonstrated below. The <embed> tag can also be used, but it is deprecated. However using the <object> tag is tricky. In particular it is difficult and sometimes impossible to get Internet Explorer to use standard <object> tag attributes. You usually have to use the <object> tag to invoke an Active X control to bring up multimedia content in Internet Explorer. Do a View Source to see how Javascript was used to create different HTML depending on the type of browser used.
Here is an example of embedding the media using the <embed> tag. Note that this tag is deprecated, but it may be the only way to get it to work in some browsers. Even then you may need to download and integrate a plug in first. This requires a plug in that can render Quicktime.