Use file>place to add your video and audio files and the media panel to select the options for how they will behave in the PDF.
Unfortunately I can not see that there is an opportunity for Panel Media to select the options to play, pause, close as it is possible in Acrobat
Place the MP4 as you see here:
You can preview the MP4 here and select other options.
Select Controller menu and choose one of the "skins" you'd like to use in your presentation.
To preview within InDesign, open the SWF Preview panel and you can see the controller you chose, and use the controls.
When you export from InDesign, make sure you choose File > Export > Adobe PDF (Interactive).
Thanks, I'll try.