Your website doesn't need to be a set of static pages containing text and pictures. Almost all browsers have the ability to run scripts and programs on the user's PC. This is something that needs to be used with care as it's a fine line between making something more interesting and making it unusable or irritating.
It's important to recognize that different users come to your site with different expectations. There's no point in trying to impress a blind user with a streaming video of your maunfacturing process or play your company's theme music with a sultry voice-over to someone who's turned off their PC's speakers.
The keywords here are information and choice. Let the user know there's an online video clip and let them choose to run it. You should always try to let a page fall back gracefully to a meaningful text-only mode if the user doesn't have a fast connection or has some browser features switched off.
Given the above warnings you can make your site a multimedia experience that will stick in the user mind.