All interaction in a SWF file needs to be developed in Flash Professional, not After Effects.
After Effects is the wrong program to use to create interactive containers for video. After Effects only makes video. Video, by itself, is not interactive. SWF is not the best format for export to a Flash player either.
Buttons are code, not video. You do it in Flash or by configuring whatever player software. And as the others said, nobody uses SWFs. You can play audio natively in HTML5 using the <AUDIO> tag and it supports MP3,MP4,OGG in most browsers.