Yes. You need to have a bookmark in the page using the anchor tag and name attribute and then you can link to it in the way you would link to another page. The internal link is preceded by a # symbol to indicate that it is a bookmark and not another file. A common example is a Go To Top link in a page, shown here by defining the bookmark and then the link to it which could appear several times in a page:
<a name="Top"></a>
<a href="#Top"> Go to top</a>
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A link to the top of current web page can be easily created. It can be done using <a> tag in <head>.
YES
Yes. When you create your video you have the option of selecting a link. One of the options is embed. The link will look something like <iframe frameborder="0" height="315" src="(URL OF THE VIEDO)" width="560"></iframe> This will do exactly what you want. the code that is in the link after the word imbed is the link that youtube creates fro that video. You can change this to point to your video.
yes it is possible to run exe from web page
<a href="(whatever the name of the next page is)">(link text)</a>