Publishing Storyline with a .wmv file

I began creating a Storyline project at my work, then loaded the .story file to my thumb drive and continued working from home.  The .story file contained a slide with a .wmv file.  When published the .wmv file is not in the project.  Do I need to have the original .wmv file in the folder with the published storyline in order for it to work?  Any suggestions?

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