I have a PowerPoint presentation which includes sounds and images.
Do I need to move the other files connected to it, such as the images and sounds, when I move the file to another machine?
No. Images, videos and sounds used in the presentation will be bundled into the file. This will of course increase the file size.
On a side note, it's worth noting that by default fonts are not included. If you are using standard out-of-the-box fonts this won't be a problem, but if you're using something unusual to be opened on a different computer, you will need to embed the font. On the Save As dialogue, click the Tools button and choose Save Options. You can ask PowerPoint to include the fonts along with the presentation, also with an increased file size.