Select the Media Player tool and click on the canvas to create a blank panel. Click the "open file" button to select what file you would like to import. A variety of audio and video formats are supported.
You may have as many media players as you want
Use the select tool to drag the panel around.
Use the select tool to click on the panel, and the "Delete" icon will become enabled on the toolbar. Clicking it will remove the panel (or menu Shapes->Delete, or the Delete key).
Note: You cannot undo deleting and repositioning the media player.
On certain Linux systems, wxPython may not have been configured with support for the Media Control. This means that you cannot use the media player until you fix your wxPython configuration.
There is more information about this on the wxPython mailing list archive at http://wxpython-users.1045709.n5.nabble.com/MediaCtrl-td2347796.html.