The object you are trying to insert (button, video, etc.) should now be in the top left hand corner when you open that html file.
Step 2: Add inline frame widget to your Axure RP prototype. Resize the inline frame widget if necessary (like if you're embedding a YouTube video)
Step 3: Double-click the inline frame, select "Link to an external URL or File" and type the html file into the link field. Since you've put the html file into the same folder as your start.html file, you only need to enter the file name and the extension.
That's it! You can remove the border of the inline frame by right clicking the inline and selecting Edit Inline Frame > Toggle Border.
I was able to make this work with an actual video file (as opposed to a YouTube video or any other hosted video). The only problem is that the video autostarts with the page load. Do you know how to disable the autostart?