If you want a webpage with a photoset as the header and then links to other media (video and audio) also contained within the photoset do the following:

You will need to create a popup media page in Cascade which you will link to. You will need to decide where you will store your multimedia pages and then select:
New
Law
Folder with Popup Media
create the info for this page and submit.

Now create your news item or webpage content for the new webpage that will have the photoset in it. Towards the bottom of the edit screen there is a section called "Other Media>>Media". Use the dropdown to select "Video" and next to Media Page, browse to your Popup Media page. Submit.

You should now see the video camera logo and link in your photoset on the right side where the photo information is viewed.