You can attach files to the current PDF document so they function as comments. You can attach a wide range of text or picture files at a given location in the document. See Attach files. You can also attach files that are not comments. Do this in the Attachments Panel.
You can attach WAV sound files as comments. You can also attach a sound file that is not a comment. In this case a wide range of file types is supported, including mp3. Do this in the Attachments Panel.
You can attach video files from the Insert group in the Edit ribbon to specified locations in the document.