Flash is limited to loading files in certain formats.

To include something else in your flash chats and presentations you need to convert these files to supported formats. Most can be converted to swf.

See these tools below:

authorPOINT Lite Free PowerPoint to Flash Converter for PPS, PPT to SWF

iSpring Free PowerPoint, YouTube to SWF

Google Docs Viewer for PowerPoint, PDF, Tiff

SWFtools : PDF2SWF, SWFcombine, WAV2SWF, AVI2SWF

PDFcreator : Convert any windows printable document (i.e. DOC)  to PDF