When I upload my family tree as a website, my videos, audio recordings and PDF files aren't included.
Currently, only image files can be included in the website. Larger media files aren't included because of size constraints. We're working on a solution for PDFs but currently, no solution is in sight which is universally compatible.
The only exceptions are the charts and reports you save in the "Saved Views" and "Saved Reports" sections as described in the User Guide. When publishing your family tree to the web, you can select which of those saved items to include in the website.
More general information is available in the User Guide. You can find it in MacFamilyTree's Help Menu or for download here.