I have been told I can do this with a video, which seems like a smart work-around.
I am creating the PDF in Word (for Mac) and exporting to a PDF. Is this why I do not see the option to play the video?
I see the following dialog, where I can make an image clickable, which then plays the video.
How do I get the video to play? I also have Adobe Acrobat, where I can edit the PDF.