Two important additions and corrections here!
(1) As of the May release of Acrobat DC, you don't need Flash anymore to play audio or video embedded in a PDF file.
(2) The requirements for audio is that it must be an MP3 file. The requirement for video is that it must be a video using h.264 encoding which includes most, but not all, MP4 files. Some MOV files also support h.264 encoding. InDesign 15.0.3 supports placing MP3 and MP4 but doesn't check for h.264 encoding. Unfortunately, you can only export PDF from InDesign maintaining sound and video if you use the interactive PDF export (hopefully the print and interactive are merged back together to regain sanity in PDF export from InDesign sometime in the not-too-distant future).