yep, that's right
you make the page like you want it (in here)
then save the html code to notepad
and add the code for the midi or mp3
then save the file and upload it to the site where you want it
you can also do this for other pages with html code, like applets, and i think you also can use it for other files, like powerpoint etc. (but not sure, i didn't try it out yet)