If you're making it as a VCD, it looks like you can put other files (for instance, a software player for PCs, which some VCD making programs add) into the root (\) of the disk, but they won't play in VCD mode.
To integrate as a VCD, you'd have to do them as stills and a menu soundtrack.
Also, if your player supports it, DiVX would offer much better quality. Inbetween that in both quality and levels of support, is SVCD