The "Audio / Video Layer" tool will allow you to add audio and video files to your app, either by linking to files on sites like YouTube or Vimeo, or by uploading your own audio or video file to your asset drawer.
Here's how to upload video and audio files to your app project. From your asset drawer, choose to import the file you want to place in your project.
Currently, both iOS and Android projects support .MP3, .MP4, and .M4V video files. iOS also supports .MOV video files, and Android also supports .WEBM files.
Select the Audio / Video Layer tool and choose whether you want to link to a URL on YouTube, Vimeo (or similar service) or use a video or audio file you've uploaded to your assets.
Lastly, you'll just need to resize the video or audio file, and you're all set!
Here's a quick video showing how this feature works.