Multimedia

There are several options:

Drag the file to the Playlist
Use the right click context menu on the Playlist and select 'Add to Playlist' then 'Video...' select the file
Go to the Multimedia tab. Use File to select the video file and then click the Add to Playlist button

Go to the Multimedia tab. Use File to select the video file and then click the Preview/Setup button or use the Show button to show it directly.
The video will start automatically if 'Autostart videos' is checked. Otherwise to preview use the video controls underneath the video preview screen
Use the setup playback range controls if you only want to show a clip from the video
You can size the video on the screen using the fit and zoom controls
Click the Add to Playlist button to add the video and settings to the Playlist
Use the Show button to display. The fit and zoom controls will then affect the display window and can be used live. The Media Display controls on the Multimedia tab will control the playback.

Go to the Multimedia tab. Use CD to select the CD drive and then use the controls in the CD Playback section.
Click the Add to Playlist button to add the current track to the Playlist

Go to the Multimedia tab. Use File with the file type selector set to Audio and select the mp3 file.
Use the Preview/Setup button to play the mp3 directly
Use the setup playback range controls if you only want to play a clip from the mp3
Click the Add to Playlist button to add the mp3 to the Playlist

You can use a media stream as the song background - a video as a background to the song words or an audio file as an audio background.

For an mp3 or video file

Add the song to the Playlist
Use the right click context menu on the playlist item and select Background Media... to link it to the media file, enable sound with a video if required.