It is unlikely, they will be allowed to run without a layer of security blocking which is built into most recent Adobe Readers.
SumatraPDF does not run embedded contents in ePub or PDF (only chm or ps or gif/tif image only animation from PDF were possible exceptions, but cant find any example that runs without embedded GhostScript active) and historically has only offered to export those file formats it recognises, so you can run them at your own risk externally.
This is one reason that SumatraPDF is not exposed to many exploits that affect other readers.
It depends on the embedding method how they are exposed, but in recent Daily build’s then Office or Media files may often be seen in the bookmarks pane where a contextual right click might allow for “save as”.