There are many different ways to do this, of which, the easiest by far is to use the Muse Site Wizard. Click on the Site Wizard icon - it's the square looking one near the main "Menu" button. Follow the instructions and make your own site. It can be useful to have a regular Web browser open as you are making your site so you can find audio, video and Web URLs that you want to insert. You can use the copy (control/c) and paste (control/v) keys to exchange text - URLs in this case - between Muse and other applications.