Pages does not support exporting PDFs with audio and video. You would need to export as a regular PDF and then add the multimedia back into the PDF using a proper PDF Editor that supports that capability. Apple's Preview application is not a PDF Editor, nor is any other tool on macOS capable of adding multimedia to a PDF.
Adobe's Acrobat Pro (subscription) can add multimedia, and others may be capable of that as well. If you were to search the Mac App Store for "PDF Editor" there would be many results. None are really free without expensive add-in purchases, free trials may exclude advanced features, nor does using the name "PDF Editor" ensure that the application will support adding multimedia to your exported PDF.