Simply put, the DS on it's own(immediate out of the box) is just a hardware used to run games. It does not come in with built-in media support like the PSP.. (the ability to play .mp3's and videos) And it was made specifically to run only games.. But a few official softwares, like the Play-Yan grants you the ability to watch and listen to media.

So remember, out of the box, the DS does nothing but run software through cartridges, and also through download-play(local wireless).

Full specifications of the DS can be read up here:
http://en.wikipedia.org/wiki/Nintendo_DS