Office OneNote allows you to embed audio and video inside the document which is good if you are recoding some meeting or when you want to leave a note to the people with whom you share this. What is interesting is that OneNote also allows you to make a search withing the audio and video which makes it lot easier for users to find if you have talked about it.
To enable Audio and Video search withing OneNote, Go to File > Options >Audio and Video and enable searching audio and video recording for words. It might take little time to build the index but once done it will be very useful if somebody wants to skip watching or hearing it.
In case the person who had sent you the file has not created the index you can very well create it by juts enabling this feature.
OneNote allows you to completely configure devices and select audio profile which creates a direct impact on how big the file becomes. Just make sure to choose the right codec.