The simplest way to create a jump to an external file is to insert a DITA HyperLink PI markerwhere you want the link. For example, to run an .avi video clip:
HyperLink="yourname.avi"
Indicate the hotspot area with a character format that includes the marker; see §17.8.2 Creating hotspots for jumps and pop-ups in WinHelp. DITA2Go converts the marker text to produce the required WinHelp macro invocation:
!EF('yourname.avi')