You don't. You upload the media file to your web server and then create a
link to that file.
http://msmvps.com/blogs/dbartosik/articles/80561.aspx
Personally I'd recommend you take this route -
http://music.myspace.com/index.cfm?fuseaction=music
David Bartosik MSFT MVP
http://msmvps.com/dbartosik
> How do i insert music into publisher so that visitors can click to hear or
> download the music. (It's a website for a band)?
>
> Any advice very welcome.