Thank you for your interest in Aspose.Words.
Although existing OLE objects are fully preserved in documents, adding new OLE objects is not possible. To create and add OLE objects one needs to execute the host application - that is if you want to insert a PPT OLE object into a Word document, Microsoft Powerpoint is needed and we would need to execute it. Aspose components do not use Automation by design, therefore, it is unlikely that inserting OLE objects will be supported. However, if you describe your use case, why you need to insert OLE objects programmatically, we will give this feature another thought.
To insert HTML fragments you need to use the DocumentBuilder.InsertHtml method. Go to the DocumentBuilder class and select the InsertHtml method in the API Reference http://www.aspose.com/Products/Aspose.Words/Api/index.html
Inserting images with hyperlinks is a new feature that will only be supported in the latest Aspose.Words 4.0 Release going out early next week. At the moment only inserting images without hyperlinks is possible using DocumentBuilder.InsertImage.