Similiar to AWTs java.awt.Image one can store and render an Image like:
Image img = ImageIO.read ("myImgFile");
...
g.drawImage (img, x, y, null);
The most straight forward approach for sound is to use the Clip like:
AudioStream snd = new AudioStream(new FileInputStream("mySndFile"));
...
clip = AudioSystem.getClip();
snd.play();
However, this does not work for .mp3 files, there are numerous questions (with answers) with the aid of 3rd party libraries. That is however unwanted if possible without.
Outdated 2, Non Standard? as per Access restriction: The type 'Media' is not API (restriction on required library 'C:\Program Files\Java\jre1.8.0_31\lib\ext\jfxrt.jar')