Most content management systems limit what type of files can be uploaded or embedded in a website. 

Commonly supported file types

Documents

• pdf
• txt
• rtf

Pictures/Images

• gif
• jpg
• jpeg
• png

Upon request, a Content Managed website may also accept Microsoft Office files (Word, Excel, Powerpoint), Keynote Presentations, or other file types.  

Any such files that can be uploaded usually also have a maximum size limit applied.  The general file size upload limit is 2MB.  

Also, upon request, the file upload limit can also be increased.  However, even if the max file-size/upload limit is increased, any such files/images embedded at full size will directly impact the page load time/performance (in particular, impacting visitors of the site on mobile devices or slower internet connections).

Many file types can be saved "optimized for the web" or in "compressed" versions, reducing file size.